I believe I have mentioned www.handwritingpractice.net in the past. I used it all the time when my two oldest children were learning to write. They have a new feature (or new to me). I use it now with my youngest, who can embroider like a pro, but still struggles to get her letters neat. I love that it gives the order of writing and the arrows for direction. Because I get to add the words for her to write, I can tailor it to her interests. Brilliant!
There are plenty of other exercises on the website as well.