Hi latenightboston,
It’s geared to work well with WordPress’s default themes out of the box and a heap of more bespoke themes actually build on the same foundation.
Beyond that, all I can suggest is trying to find a theme you like the appearance of – then do a little research (perhaps you can find references to The Events Calendar in their forums or perhaps you can find reviews by other users) and go from there.
Certainly if it is a theme you can access freely or use on a trial basis you will be in a good position to evaluate compatibility.
Thanks!