This is very basic – but I wanted to save the code somewhere. The default "Calendar" template has the dates linked to the last entry on that calendar day (mtpermalink) – but it would make more sense to have those links point to the DAILY ARCHIVE page (this assumes you have "daily" checked off as one of your archiving types in your weblog settings/archiving)
Here's the whole thing, just so you have it for reference. I only changed the one line in bold:
<div align="center" class="calendar">
<table border="0" cellspacing="4" cellpadding="0" summary="Monthly calendar with links to each day's posts">
<caption class="calendarhead"><$MTDate format="%B %Y"$></caption>
<tr>
<th abbr="Sunday" align="center"><span class="calendar">Sun</span></th>
<th abbr="Monday" align="center"><span class="calendar">Mon</span></th>
<th abbr="Tuesday" align="center"><span class="calendar">Tue</span></th>
<th abbr="Wednesday" align="center"><span class="calendar">Wed</span></th>
<th abbr="Thursday" align="center"><span class="calendar">Thu</span></th>
<th abbr="Friday" align="center"><span class="calendar">Fri</span></th>
<th abbr="Saturday" align="center"><span class="calendar">Sat</span></th>
</tr>
<MTCalendar>
<MTCalendarWeekHeader>
<tr>
</MTCalendarWeekHeader>
<td align="center"><span class="calendar">
<MTCalendarIfEntries>
<MTEntries lastn="1">
<a href="<$MTEntryLink archive_type="Daily"$>">
<$MTCalendarDay$>
</a>
</MTEntries>
</MTCalendarIfEntries>
<MTCalendarIfNoEntries>
<$MTCalendarDay$>
</MTCalendarIfNoEntries>
<MTCalendarIfBlank>
</MTCalendarIfBlank>
</span>
</td>
<MTCalendarWeekFooter>
</tr>
</MTCalendarWeekFooter>
</MTCalendar>
</table>
</div>