I believe that Outlook can sync with Google Calendars? Or Yahoo, or hotmail, or some other service? I don't know if it will sync with iCloud, but maybe someone else knows.
Anyway, the iPhone's Calendar app will sync with the mentioned services, and maybe whatever else you are using.
If you are not using an online service, pick one, sign up, and set up your calendars to sync. Be careful when selecting delete/overwrite/combine options when they appear.
Be sure to turn off direct syncing via iTunes first. Having both working can result in run-away duplicates.