I've been running a Pi-themed club since Xmas and have been experimenting with simple one-page worksheets for each session rather than elaborate step-by-step handouts. It is always difficult to gauge success in these things, but my impression is that the children are learning more because they are forced to work a bit more out for themselves rather than just following instructions.
I'd be interested to hear from anyone else who has tried this minimalist approach.
All the worksheets I've used so far are available on github: https://github.com/topshed/PiClub and I'll add more as I go along. I also try to write-up each session on my blog: http://richardhayler.blogspot.co.uk/
