Create a Video File or PNG Sequence of Writing Out A Word
It depends on whether you need to to do this based on a raster image of a finished typeface design or if you are starting from scratch.
For both cases you can use flash like shown in the video you linked or you can use After Effects to have some more control over the look, doing this frame by frame is no that easy if you are after specific timing, instead you probably want to keyframe this.

After Effects is pretty great for this job, it has the so called "Stroke" effect where you can let After Effects draw a line based on a vector shape or "Masks" in After Effects.

You basically draw a vector path and the effect will draw along that path based on keyframes you set, you can also alter the line width of the "pencil" and have overall a much larger control of the look of the "writing".

Here is a small tutorial explaining the basics of the effect: