Several months ago, we found the Elmo-faced "Alphabet" book that's shown in the Ultimate Learning Set item here. I haven't used any of the other materials, but I thought I would chime in on that, at least.
I used it as a writing pre/post test for my son for his year of homeschooling.
It hasn't got a lot of "teaching" going on, but it's a nice format for writing practice. The guide lines are large enough for a preschooler or kindergartener, and the pictures are nice familiar Sesame Street guys. It's really skinny, one page for practicing each individual letter.
I don't know that I would have paid a lot for it since you could just buy some manuscript paper and be done with it, but my son liked the format, and it was great for what I used it for. I'll be able to save it in my son's tub of school projects and show him how his writing progressed.