Work for cater as full time employee... work off site events which are paid by employer with a company check. (which is paid by client to employer) not on payrol... no taxes being withheld. 1099 for these events, Employer claims we are independent contractors for these events and therefor employed by client... so no withholding. Is this legal?

If you are a independent contractor yes, Of course the amount you are bieng paid, should include enough gross to cover the taxes.

First you need to out of each check each week, put into a savings account the amount equal to the estimated taxes. But as a 1099 you will also have to pay the extra 7.5 percent of taxes the employor normally pays, so you will be paying higher taxes and as such should make sure you are being paid at that level.

Also as a 1099 you are not covered under unemployment, so if they don't need you any more, you can't collect unemployment

Don't believe I am a independent contractor.. Employer control all aspects of events I work... times, places, when things have to be done. Supplies all materials needed for job... Doesent this calssify me as a employee?

If you find that the employer is wrongly classifying you as a contractor instead of a regular employee, file Form SS-8 with the IRS. Determination of Worker Status for Purposes of Federal Employment Taxes and Income Tax Withholding. Firms and workers file Form SS-8 to request a determination of the status of a worker for purposes of federal employment taxes and income tax withholding.
Evidently your employer may not appreciate this.

Also you must understand what do you lose or gain if you are not classified as an employee. Your U.S. Tax Return: W2 vs 1099-Misc: Employee vs Independent Contractor. (http://taxipay.blogspot.com/2008/03/w2-or-1099-employee-or-independent.html)

If you are indeed and independent contractor and signed and I-9 with the company that gives you a check to work these parties; then there is no withholding. But as an independent contractor; they are legally NOT YOUR BOSS either.