It took me a while to figure this one out, because I didnt have to do anything!

i wanted my reminders from my reminders.app in my iphone and ipad to be in sync with each other and with my mac.

i thought they might go into mail.app, or ical.

turns out they are in the reminders section of ical.
you just need to let ical sync with your icloud account (and do the same on your ios5 devices)

to sync ical to icloud,

• system preferences > mail, contacts, calendars

you will probably see that you have an icloud account already, if you dont, then just add one

make sure you have ‘calendars’ checked.
i have no idea why they didnt have an option for ‘reminders’ as they have separate entries in the ios5 settings.

anyway, once you have the ical setup your ios devices

• settings > icloud
• turn reminders on

if you open reminders on your ios device then it will sync with icloud.
to refresh your ical just to cmd+shift+r [or find it in a menu :) ]