We are just starting to use Handwriting Without Tears and so far it's going GREAT!
You can learn more about this program at their website. www.hwtears.com The section titled "why it works" has great information about the method.
Right now we are doing the capital letters wood pieces & the "wet-dry-try" method and is really working! Even Noah (2 year old) has joined in the fun of building letters and has practically taught himself the alphabet this way.
I love the Kindergarten Teacher's Guide. It gives lots of ideas of activities to do with the wood pieces and the tips on pencil grip are excellent!
We are going to begin "Letters and Numbers for Me" in a few months. I'll share how it goes. ;-)