I would look up a program called Handwriting Without Tears (you can Google it) - it's what they are using in my DD's 3 year old preschool class. You can make it more fun by having him use his finger to trace letters in sand, shaving cream, etc. That might be easier for him than trying to master holding a pencil at the same time.
Also, I have heard it is easiest to learn letters that only have horizontal and vertical lines (like E, H, and T), then letters with diagonals (like M and N), then the ones with curves are the most difficult (like B and D). So some schools teach writing letters in that order, starting with the ones that are easiest and then moving up.