We found a board like this tremendously helpful (found it for $5 US at a local drug store, not sure whether it's the same brand or not but they should all be similar; shop around):
http://www.amazon.com/dp/B002SFLAQ8I think part of the reason might be that if he made a mistake, it was satisfying to easily erase it and fix the problem, leaving not even a faint erasure mark. I used to write silly sentences on it and have him copy them, etc. His penmanship today is pretty awesome, I'd say at least at a normal third-grade level (he's 5).
