For me, the best practice tools can be found anywhere. I'm talking about a plain 'ole pencil and notebook paper, graph paper, or a primary school writing tablet. Using a pencil when you are first starting out will help you focus on how to make the strokes of each letter, without having to worry about anything else. Personally, when I'm learning a new font, I take my pencil and just practice the strokes for each alphabet. And no, my letters are usually not pretty when I am first learning. You have to train your hand to move a certain way. Calligraphy is not like your regular, everyday handwriting.
If you study the alphabet you want to learn, you will see that there are actually very few strokes that, when combined, make up every letter in that style of alphabet. Practice doing those strokes many times until you feel comfortable enough to form letters. Also study letter families (a, d, g, q and h, m, n, r, etc) and try to recognize the basic strokes that go into forming each letter. Check out this resource on learning the Italic style as an example: Italic Handwriting Lesson. Italic is great for beginners because it is very basic, but as you become more adept at letter formation, you can add fancy flourishes.
When I feel comfortable enough with the basic strokes and can form each letter with some confidence, I move on to using a calligraphy marker. There are many such markers on the market, and they come in a wide variety of colors, widths, and styles. Check your local hobby store in the art section. Of course, as with any marker, the tips will become fuzzy and start to spread. But remember, this is just for practice.
Practice as much as you can, and don't worry if the letters don't look exactly like the model alphabet. You will develop your own style in no time! It just takes practice!
