I just write them over and over and over and over on paper. Eventually they stick.
Also, you should attempt to write words and sentences with kana, and not just write the individual kana. It works your brain much harder, and they will eventually come much more "natural" that way, the same way you don't think about how an "a" looks like when you write a word with that letter.
My husband's been snapping up Japanese-related software left and right, and the only thing I've heard of even similar to this are DS games (he bought Kamken 3, but you need to know a bit to even play it). He practices on post-it notes, over and over. He says stroke order is very important, but a lot of things that purport to teach you kana don't go over stroke order. He's got his kana down, now, and he's working on kanji (via the same method.)
I've done as much, but I've just started practicing and would still like to rely on trace sheets until I feel sufficiently familiar with the stroke movements. I'd also like to conserve printer ink. Hence, this thread.