What sort of size are you going to cut these letters at as this will help determine what might be suitable. Why do they need to stand by themselves as it wouldn't be difficult to support each letter from the back plus have you thought about how to deal with the centres of letters which would need to be supported.
As for letters being joined together then a script of some sort is probably the best way to go but again size will have to be taken into account as the stroke width may become to thin & fragile with certain scripts espexially if cut small.