This would be awesome! I tried ICS calendar, but it only retrieves the events of an ICS calendar to a post or page.
It would be nice to have something that imports independent ICS events to a category as separate posts, so that a plugin such as Event Calendar 3 could display them as well.
One more thing: to be able to run the php code from RSSImport in a Page or post, you might need a plugin that allows running php in wordpress such as Exec-Php.
There are plenty of WordPress RSS plugins for that, you can try the RSSImport, for instance.
If you have a google account you will also be able to load your feeds through iGoogle feed reader plugins.