I know what you mean. That’s why I created CalendarBudget :)
If you are syncing through Google calendar – it caches things and only updates every (trying to remember) 6 hours or so. For your Android phone, rather than sync the CalendarBudget feed through google, enter the CalendarBudget account feed directly into your phone as a subscribed calendar and it will update much more quickly (every 15 minutes if you set it that often).
In my case, I use m account feed on my google calendar AND separately on my iPod Touch. The google calendar always takes a lot longer to sync just because it caches things longer (I’m sure to alleviate server load).