[Okay, I re-read your post, and I think you knew all of this already. Sorry. I was looking for the information, tried it with the Gmail calendar, and found the work around. Also, I guess this is from 2012, so I should have figured you'd found a solution by now. Anyway...]
I don't think there is a way using the device calendar. However, I have found a work around. If you set the Gmail account associated with your phone (or any Gmail account, I suppose) as your default calendar on the device calendar and use a browser (you have access to more options from your computer than you will see on the device calendar app) to set a default reminder (Click Calendars under settings, and then Reminders and Notifications, and change the "By default, remind me..." to reflect the reminder you want.), it will automatically add a reminder when it syncs. You won't see the reminder when you create a new appointment, but when it syncs, it will add the reminder to the appointment and then you will see it on your phone.
Using a Gmail calendar has the added benefit of being able to view, edit and add appointments from your computer, which I've found helpful when I'm on the phone trying to schedule an appointment.
Hope this helps.