Blackboard rendering of math fonts
I often give this to Freshmen. Learning the right way to start with is easier than trying to change later.
Suggestion number one:
Learn Calligraphy! It's a lot of fun and does mean that you can write the fonts in genuinely nice ways. Books on calligraphy tend to have detailed instructions on how to do at least the basic alphabets: explaining which stroke to do first, and how to hold the pen. Although not all of it transfers to the blackboard, it helps a lot. For example, once you seen how the different "g"s are written, you'll know how to write the Lie algebra symbol correctly. However, I do find that a script S ($\mathcal{S}$ is not even close) can take me a couple of goes to make it look right - it shouldn't be pointy at the top but should sweap backwards.
(Note: to anyone reading the comments, I originally had this answer together with my other answer in the same post. Given the comments, I decided to split them.)
Following up on aleksander's comment to the original question, I had a go at doing a video of how to draw a fraktur g (𝔤) (well, actually it's gothic but if you know the difference you don't need this video, and the gothic g is probably more distinguishable from a normal g than a fraktur one on a blackboard). It's not very polished, but you can see what it looks like here (actually, this is currently a dead link, see the video linked below). It was quite fun to do so if this would be helpful, I can easily do more.
Edit (March 2017): Thought I'd update this with a link to something longer I wrote on this which can be found here.
Edit (Nov 2019): I made a video of how to write the lowercase fraktur alphabet that I describe in the above article. It's available on youtube.
I've also had a go at capital letters for the fraktur typeface. The current version looks like:
This is sort of goofy, but if you have a tablet, you could try training yourself with Detexify. Try to get it to give you the indended symbol with as good (low) a score as possible. If a computer can read your writing, a human probably can too!