You probably have a lot of important events coming up on Facebook—birthdays, get-togethers, family reunions and the like—but your default calendar app no doubt lies outside Zuck's walled garden. Fortunately, it's not difficult to export your Facebook events to Google Calendar, iCal, or Outlook.
Head to the Events page of your Facebook account and click on the cog icon in the top right corner, where you'll find the Export function. Two links appear on the subsequent dialog for birthdays and other events—click either link to import the feed into your default calendar app. You can also export single events from the event pages themselves.
If you want to export your events to something other than the default app, you'll need to copy the Webcal link (e.g. right-click and Copy link address in Chrome) then import it manually. In Google Calendar, click the drop-down arrow by Other calendars then select Add by URL to import events. In Outlook, choose Open Calendar then From Internet on the Home tab. In Calendar on a Mac, the option you want is New Calendar Subscription on the File menu.
That's all there is to it. You can't edit the events, as they are imported from Facebook, but you can change the calendar name and color inside your app of choice. Any changes you make on the social network site will automatically update in your calendar app, should you suddenly decide you do want to attend an 80s-themed disco night after all.