Russian-Plus.com

These are somewhat "advanced" alphabet exercises and learning experiences.

This first link gives you a thorough set of reference materials for things like spelling rules and pronunciation. For example, for pronunciation, they cover consonant clusters (Russian sure has some doozies!), consonant pairs, voice/voiceless pairs, stressed and unstressed pairs, soft vowels, etc. 

http://www.russian.dmll.cornell.edu/russian.web/courses/306/quick_links.htm

And for help learning to write cursive (Russians generally write only in cursive, which differs considerably from their block letters.).  I, personally, consider it an absolute must to learn Russian handwriting, as it would have been impossible for me to study without being able to take notes! 

So to see animation showing how each character is formed go to:

http://www.brown.edu/Departments/LRC/RU_writing/index.htm

Then to print out your very own practice sheets in PDF format there's:

http://onlineruss.com/weeks/01/Chapter%201%20Part%202.pdf

By the way http://onlineruss.com contains a treasure trove of wonderful learning tools, such as games, quizzes, worksheets, flashcards, etc. 

Have a look to practice in style!