Count me in as one of those who thinks this BB "feature" is a terrible decision. Yes I've read the FAQ about this and it doesn't help since it assumes that you are setting the appointment on your BB. What if I'm setting appointments on my computer? What this means is that I ALWAYS have to set the timezone even when the appointment is in my own timezone, which is redundant and adds up to a lot more than a few extra key pushes. I discovered this problem when I updated my BB time upon arrival in San Francisco a while back (I live in EDT) and ALL my appointments shifted by 3 hours.
I suspect this may be a hold over from the BES environment where corporate users had to do more managing of cross timezone events. However as a BIS user I'd much rather have the choice of having BB auto-update it's time and deal with my occasional timezone issues myself. In the example given in the FAQ, my feeling is that since I'll be in Chicago for that 3pm meeting, I don't need to know that it's in a different timezone from my home zone since I'll be in the Chicago timezone myself.
If some people like the BB way then I say give us the option of either doing it the current way or of having the BB auto-update it's time and leave the rest of the time management to the user. I urge everyone who has this issue to contact RIM and advocate for this option.
As for researching it before getting a BB; since every other modern celphone does timezone updating automatically, I'm sure all of us who have this complaint assumed that the BB did this as well. It's like checking to be sure that your new car has seats in it - of course it does - why wouldn't it? All other cars do.