On your iPhone, go to
Settings:General:International:Region Format
and change your region format to United States. That will definitely change your calendar start day, but will also change other formats too (like phone #). I have not found a way to customize a regional format like you can on a desktop.
Without a way to personalize it, I would say take a few minutes to select the one that most closely resembles what you want. AFAIK, the only other option is to jailbreak.