Little preschoolers love to practice their letters and numbers, sometimes pretending they are writing a letter. At home we have a lot of books and sets for kids to practice letter writing but by far my daughter's favorite and the most used in our home is this Crayola Dry Erase Activity Center ($15.01 on Amazon).
The board is just the right size for her to write large and she loves to erase the board when she is done. The board comes with multiple template cards for ABC writing, numbers, games, and a blank one for them to doodle for fun. I love that everything stays together in this set and the dry-erase pens and eraser fit nicely in the board. You can also make your own templates online at Crayola.com. I haven't tried this yet but I love how this little dry-erase pad can grow with her.
Of course, writing with a marker is slippery so I don't think you should banish the idea of your child writing pencil to paper. There's definitely a tactile necessity for them to be able to slowly write on paper. In this case, I really like the Mead See and Feel Learn to Write Raised Ruling Pad ($6.29 on Amazon). The lines on the paper are not only printed but also embossed so a child can feel the pencil go over the lines. Chloe likes this a lot but she also is more inclined to start getting off the task of writing and will begin to doodle on the paper. Yes that's ok too but I found that with the activity center, when she chooses to doodle, she'll put the right template in to do so.
I'm also inclined to get her the Mead Letter Stories - Capital Letters ($4.64) and the Mead Letter Stories - Lowercase Letters ($4.90) with the letters printed on each page workbook-style so she can practice the letters she is having problems with.
If anyone else has some great writing activity sets their kids like, please let me know in the comments!