Hoo, boy! This topic is near and dear to me, to say nothing of the hundred hours I've spent trying to move into this new age of (Woo woo music, please,) The "Trust Us" Cloud. For fourteen years I used LookOut as my bottom line repository of contacts and calendars. Mostly because phone to PC interface programs only recognize it and a few others like Lotus Notes.
I've used Thunderbird as my POP3 email client since its inception. A few months ago I discovered the Lightning Add-on, which makes it a mini-LookOut. And there are further Add-ons to enhance Lightning. The latter is fully CalDAV and ics compatible, which of course, LookOut and Live.com are not.
I've had a Yahoo account for ten or more years, and here is how it interfaces nicely with Thunderbird. In Yahoo Calendar, you opt to Share. In the subsequent screen, there is an ics address, the upper one. Copy it. In Lightning Calendar, make a new calendar, opt for on the network, and paste in the address just copied. You can import data into this new calendar via CVS from LookOut or start from scatch.
In your phone, there is no feature to connect and synch with the Yahoo calendar. I'm not anything close to a Power User, so the free Yahoo Buddy app lets me open the calendar function just fine. I can enter a new event here and in moments it shows up on my PC.
Oh, yes, a nice benefit is that your Tasks will show up in the Yahoo calendar. Try that with Google. FAIL!
Going further, you can create a new Live.com calendar that shares the Yahoo calendar. Inexplicably, it only updates once a day at some random time. But your changes eventually get there. This calendar can then be opened in any WP calendar app.
I've never been hugely invested in the Google vs. Yahoo vs. Live wars, but I definitely find the Yahoo product better, if not best.
I hope this is constructive.