Z.A.
kumon's good...as is http://www.hwtears.com/
We didn't use handwriting without tears (although some friends have)...but what we DID do was co-opt their blackboard/whiteboard lower case writing system.
LeapPad PLUS writing is excellent for the basics & fun practice for little ones, but they don't have too many books that go with the system. Maybe 10. Regardless, my son used is from about 3-5 years old, intermittently.
In my son's preschool the teachers were fond of multi-media. AKA : Shaving cream on windows, painting on an easel, black rocks on white sand, Hershey's Chocolate syrup reverse fingerpainting, air drawing, etc. Things that while not technically writing, got the children used to making those shapes and their details, with their arms & fingers...so the eye and body started to coordinate. Plus...who DOESN'T like playing in shaving cream/chocolate/what have you?
In school right now: We're taking the children's favorite poems/quotes/stories and having the kids write them down. We do it in a few different stages depending on the writing practice needed :
Stage One : Entire selection is typed &gray-scaled in MSWord & printed, so that the children trace over the letters. Obviously we use a simple font and large size ;)
Stage Two : Uses the double lines, to work on letter size
Stage Three : Has single lines, for straight practice.
We then glue their quote/poem on a colorful piece of paper.
Writing can be a PITA...even as adults who are used to writing get hand cramps if we have to do it for very long. People who've not developed those muscles yet get tired and cramped and frustrated MUCH faster. One trick I used to keep my own perspective while teaching my son to write was to teach myself to write with my left hand. It's amazing how hard that can be...even when with your other hand you've been letter perfect for decades.
Good Luck & have fun!
Z.