Start by checking if the duplicate events belong to the same calendar. If not, then you can delete one of the calendars. I've had this happen in the past with MobileMe, where a calendar was duplicated and I ended up with one local version and one MobileMe version.
How many Macs and iDevices are in your sync loop? Also, make sure that you don't set up sync in two places simultaneously, that iCal sync is disabled in iTunes if you use MobileMe or iCloud.
I have seen other people getting duplicate entries when they included PCs in their sync chain.
Are you using iCloud to sync all devices? If so, have you disables iCal syncing in iTunes?
Does your duplicate entries belong to the same calendar or to two different ones? Right-click an event on your Mac and choose "Calendar" in the drop down menu to see which calendar the event belongs to.
I use MobileMe, not iCloud, so I'm not sure how it will look like in iCal. But your events should probably be either "This Mac" or iCloud. It looks like you have a duplicate local copy of your events on your Mac as well as the iCloud events.