I use GMail, so I have my appointments in the Calendar. When I enter an address in the Location field, it does not provide a link to Maps. Only if I put it in the Notes section. How do I fix this? I have an iPhone 3G.
Use google calendar. You can add a link to calendar on your home screen and then use it instead of the native iPhone calendar. It then allows to click on a map link.
Sadly, this functionality is not available natively to the iPhone Calendar app.
However, there is an app called arrive (http://arriveapp.com/) which perhaps does what you are looking for. Although it can't link anything in the actual calendar app, it does provide a one-click interface to bring up maps for upcoming events. It reads the next weeks events, finds any that have a location field, and presents those to you in a one touch list, enabling you to bring up a map easily. The app costs $0.99c, but if it's functionality you must have then it looks like a great solution.