You can indeed, take the ical feed we provide and add it to your calendaring application of choice.
There are ical feeds for all sorts of things about the site. These should work with iCal on the Mac, Outlook on Windows, Google Calendar, Mozilla Sunbird and other calendaring applications. You might be most interested in events you are tracking or attending, you can find this feed in the right hand column of the 'yours' tab on the Calendar page. You can also subscribe to ical feeds of topics, places or topics in places (e.g. Python, California or Science in the UK) and even individual conference schedules (e.g. DjangoCon Europe 2012).
Click the "Subscribe in iCal / Outlook" link to subscribe to the feed — any changes on Lanyrd should be instantly reflected in your calendar. If you just want to grab a copy of the current set of events you can use the "Save to iCal / Outlook" link instead.
For SXSWi we launched austin.lanyrd.com to help you plan sessions to attend and keep track of coverage added to those sessions after the event. If you log in and go to the 'your sessions' tab you can subscribe to the ical feed of those sessions.
Copy the URL of the calendar you want to subscribe to on your clipboard. Go to your Google calendar, on the left hand side under Others calendars click add then add by URL and paste in the URL and add calendar. And you are done!