It's a little annoying that the cursor jumps to random position in current buffer after calling calfw buffer.
For example, in buffer A line 113 call cfw:open-calendar-buffer, then switch back to buffer A, the cursor move to line 72 out of no reason.

I just use the following lines of settings, with Emacs 24.3.90.1 (20140411):

(require 'calfw)
(require 'calfw-org)
(require 'calfw-cal)
(global-set-key (kbd "C-c A") 'cfw:open-org-calendar)
(setq cfw:org-capture-template
      '("c" "calfw2org" entry
        (file nil)
        "** %?\n %(cfw:org-capture-day)"))