Check out this website for free phonics materials which includes learning the consonants!
Kidzone has this page.
Phonicsworld has all kinds of pages.
Free printable phonics worksheets, free printable activities, printable workbooks, and phonics worksheet makers from Fun Fonix.com.
Fun Fonix Intro: hard consonants and short vowels with writing practice for each letter
School Express this site has tons of stuff. Will take a while to go through it all.