DD4 has been learning her letters but I've tended to include it in and among other posts rather than giving it a space all of its own.
We would generally start with a large tracer sheet followed by sandpaper letter and sand tray.
Next I would introduce an alphabet sound box - a small wooden box with 4 stickers and a small wooden letter on the lid, inside there would be eight objects and she would have to correctly identify the four that sound with the letter we are working on and place them on the stickers.
(I don't have space for a full set so just have the one box and change the letter and fillings weekly. I keep the small toys, letters etc in a large box in the cupboard - these toys also duplicate for cvc work at a later stage i.e. dog, mug etc)
We take a selection of worksheets/activities from 1+1+1=1 & confessions of a homeschooler and we use letter of the week crafts when we want something abit different (like making M into a mouse).
At the end of the week when she is comfortable with the letter and its sound we introduce a blank letter sheet - this consists of 3 handwriting lines - with starting dot only - for copy work (2 lowercase and 1 uppercase) and a space at the top for a picture (available on my download page). I generally draw the letter first to talk through its correct formation and then ask her to draw one, if she struggles I will show her again and then she will try - I repeat this as often as necessary and then leave her to it. She loves to show me the sheet when shes finished (and it sounds soooo cute when all you can hear is 'down up and over, down up and over, down up and over...' )