Show the letters of the alphabet in upper and lowercase. You might want to write the letters on large index cards and use them as flash cards. Make one flash card for each letter.
Teach your preschoolers how the sound for each letter is produced while flashing the cards one by one. Do this constantly and, in time, your preschoolers will have already memorized the alphabet before learning how to write the letters.
Associate each letter with a certain object, to help preschoolers commit the letters to memory. You might want to say, "'A' is for apple, 'B' is for ball."
Buy tracing paper and have your preschoolers trace each letter. This will help them learn to become more comfortable writing the alphabet.
Replace the tracing paper with lined notebook paper, to help your students write on their own. Make the activity more fun by allowing them to use pencils and markers of different colors. This way, your students will not get pressured at memorizing the alphabet and will instead look forward to the next time you will allow them such activity.
Practice writing letters consistently and often. Practice makes perfect so keep your students on doing the tracing and coloring activities until they have eventually perfected it. Let them do things on their own, but guide them along the way as well. Memorizing the entire alphabet could take time so keep the children motivated.