We've supported the iCalendar standard ever since the launch of Basecamp back in 2004. Every project has it's own iCalendar file you could subscribe to with an iCalendar-compatible calendar program (huh?).
Last night we just added a global iCalendar feed that contains all the milestones for all your projects in a single iCalendar feed. You can still subscribe to each project individually if you'd like, but if you prefer a more all-in-one solution, subscribing to the global feed is your best bet.
You'll find the link at the bottom of the Dashboard. You can find out more about global feeds in the help section.