Lauren Stern: You should teach your child's capital letters first because they are easier to match to the lower-cased ones. It's important to use consistent language.
The four terms I use from Handwriting Without Tears that you will need to know are big line, little line, big curve, and little curve. Once children learn that these four shapes can make up every capital letter learning the information becomes natural.
Always have your child start his capital letters at the top. This is a more efficient approach because beginning every capital letter at the top helps kids develop good writing habits early and eliminates a thought process, so it becomes automatic.
Remember, capital letters are all the same height.