When you use Thunderbird's great Lightning extension, it sets you up with a blank slate--no calendars from your previous Sunbird installation will be imported. In the future, I'd like to see a dialog similar to when you're installing Firefox; "Would you like to import settings from...?" Is that too much to ask of an extension?
Until then, a quick fix is to symlink between your Sunbird calendar database (~/.mozilla/sunbird/profile.default/storage.sdb) and your Lightning database (~/.mozilla-thunderbird/profile.default/storage.sdb). Just run ln -s .mozilla/sunbird/profile.default/storage.sdb .mozilla-thunderbird/profile.default/storage.sdb where profile is the name of your programs' respective profile names.
The largest advantage, for me, anyway, is that now I can share local calendars between the two programs. While Google Calendar is great, it does not (currently) support tasks. What this means is that you must make a local calendar solely to store your tasks. And, of course, local calendars aren't shared between Thunderbird and Lightning, nor are they easy to share: they are stored in the database for that program, but the symlink takes quick care of that.