Anna turns 4 in March.
I found some good ideas here on iVillage that I wanted to share with you. The first article is full of tips from other iVillage members and they sound like a lot of fun.
We used the Leapfrog Letter Factory DVD to teach letters and sounds, the Explode the Code series (and I've heard good things about their Get Ready, Get Set, and Go for the Code books for letter recognition/sounds, too, although we jumped right into the K-4 books) and lots of early readers like BOB books for reading, Singapore Earlybird Math, and the Handwriting Without Tears K program for handwriting.
She just turned four and she's doing so well (and is involved in many activities outside the home) that we'll have no need for preschool in the fall at all. :)
Many people also like www.starfall.com and the letter of the week program as well.
Childfun dot com has some good ideas under their alphabet theme. For each letter of the alphabet they have ideas for activities, crafts, snacks, games, songs, etc. http://childfun.com/index.php/activity-themes/alphabet.html
I like the Jane Belk Moncure series of alphabet books (kind of expensive -- check your library).
You can also let your child look for whatever letter you're learning on each page of a storybook you read to her.