W is wonderful to teach to infants. You help them make wondrous wands of wood, wool, and wire with which they can weave a wiggly-waggly w in the air. "Down, up, down up!" you cry, and the wands wobble wildly in unison. In fact, as consonants go, w is quite a wow.
It's one of only three consonants (the others are r and y) that are allowed to participate in vowel digraphs: aw (awful), ew (new, blew) and ow (cow, snow).
It's also significantly silent in many words of Old English origin, like write. Long ago w was pronounced: try saying it in the old word wrought and you'll hear its familial connection to the almost synonymous worked, in which the w turned out stronger than the "r". W was also stronger than "h" in words like when and whisper, but lost the battle in who and whole. And was somehow swallowed in sword.
One of the most interesting facets of w is the way it can change the sound of a succeeding vowel. "A" acquires an "o" sound in was and swan; "ar" sounds like "or" in ward and swarm; "o" sounds like "er" in work. Mind you, most children don't need to know this; they're happier picking up the stranger vagaries of spelling through visual memory.
It's one of the penalties of finding out about phonics that you notice these arcane facts. For mainstream teaching purposes, try not to overdo it: quirky little phonic rules don't have the same infant appeal as wiggly-waggly woolly wiry wands.