run the calf through a headgate and get a rope halter on him. it's helpful if you tie a small knot in the lead that gives him enough leeway to chew, but not enough that there's a possibility he could get it off. let him drag it around for a few days. he will naturally step on it and get used to the pressure being on his face. when you start feeding, set the feed pan a few feet away from you and lounge in a lawn chair. if your calf is wild...you're going to want to be farther away. the distance can be adjusted depending on the docility of the calf. don't make any sudden movements, just set there while he eats and when he's done, leave and repeat the same thing that evening.
each day, move the pan a little bit closer to yourself until you can set it right between your feet or even in your lap and your calf will eat without bawlking if you move. start to scratch on his head some. --i know this sounds like a tedious process, but it works. and, depending on the calf, may go faster or slower.-- when he retreats, leave him alone. repeat this with each feeding until he gets to the point where he won't retreat if you're scratching on him.
once you've got that step down, you're ready to start messing with the halter. start by just giving a little pressure on it when he starts eating. he'll probably step back. pull on him lightly until he steps forward, then let him go and let him continue eating. continue doing this at each feeding until he doesn't get that wide-eyed look on his face. once you can tug on that rope and get him to step forward without much hesitation, you're ready to start tying him up.
he prolly won't lead for you when you go to tie him up. what you need to do is take the end of the halter and loop it around a post around his stall or pen, then reel him in towards that post. then go ahead and tie him up to the post so that he can't get any slack in it and lay down. you're going to watch him the first few times; calves have been known to flip or strangle themselves. start out leaving him tied for only 30 minutes, then increase to an hour, etc. once you can get him to stand nicely without any fussing, you can leave him alone, tied up, for a few hours a day. this you should continue doing until sale time. it builds muscles and gets them ready for those major shows where there's the possibility that they could be standing for an hour.
by tying him up, he learns that he can't get away from the rope. at least he'll think he can't, anyway. this next step should come maybe a week or so after you've been able to tie him up for a few hours at a time. try and lead him around. if you've got somewhat of a skittish calf, try just leading him around in his pen. start slow. pull on him and when he takes a step or two forward, reward him with a scratch. you could also place his water and feed outside of the pen and start by leading him out to the water and feed, then back into the pen. either way, he needs a reward for taking those few steps. eventually, he'll learn that leading isn't so bad and will lead well for you.
there are many other methods and i'm sure others will post them. a lot of it has to do on how wild or docile your calf is. a lot of the steps in this method, you've just got to feel when it's right. you can't go on that feeling of anxiety to get him out of the pen. rather, you gotta go on that feeling of how much can you trust him to take the next step?