I've heard it just takes practice. Depending on size of letters you want, Wilton sells a press kit which has saved my tail feathers some time!
I have the same prob. Always crooked. I have a Kopy Kake projector. I print out the wording on my computer and then project it on the cake and trace. I have also read about another method if you don't have the projector. Lay your piece of paper with the writing on it over a piece of styrofoam and go over the letters with a crosage pin poking holes. When your done the back side of the paper will have bumps where you poked the holes. Lay the paper over your crusted icing and it will make the imprints. Then trace with icing. I never tried this method.
Get a book on basic calligraphy. In it you'll learn that the letters are made with a down stroke only, never going back up as we do in cursive. This technique can be used with any style of writing, even just printing.
If you hare having problems with keeping the line straight, I have a neat little trick. Mark the cake edges using a ruler, say.. 1" size letters with a 1/2-3/4" inch spacer. Be sure to make marks for the top and bottom of the letters. Make the marks on both sides of the cake, starting your measurements from the same end (such as the front). Then take some colored thread and place it across the cake and pressing into the frosting only at the marks. Write your message, let it crust, and then pull the string UP and across, kind of like taking tape off of a box. For any letters that went over the lines, just press the crease gently to erase it. Smooth out any lines that are left at the edges with paper towel.
Here's an example of what I mean on spacing:
__________________
__________________
__________________
__________________
I couldn't get a message to come out right, so I hope this doesn't confuse you.
Sorry,
Michele
Thanks for all the help I know with a lot more practice eventually I will get better at it, I have tried the letter presses but I dont do very good with them either . I would like to really get good a freehand writing . Some of the writing on the cakes here at CC is so good It just amazes me at how beautiful some people can write . 
I really prefer royal icing letters because you can copy a font from your computer and trace. Let them dry and place on cake. Careful though...they tend to break, need to make a few extras. You can see my writing in my photos (the more recent ones-to the blue cake with daisies-are RI letters) I usually get a lot of compliments on my writing.
Quote by @%username% on %date%
%body%