Stevia contains zero calories, but its one downfall is that it doesn't work well for baking. Be wary of some stevia-related products on store shelves, though. Coke and Pepsi got the green light to use Truvia (a sweetener made in part from stevia extract, along with a sugar alcohol), but some of the ingredients could be derived from genetically engineered crops. More juices and drinks, including Crystal Light Pure, are also sweetened with Truvia, but it should also be noted that Truvia is distributed by Cargill, an industrial food giant that also promotes many unhealthy products. The package label also lists "natural flavors," which could include all sorts of questionable ingredients.
People tend to overuse the powdered version, so start with the liquid form. You can even grow your own stevia plant. It's technically an herb, and you can use the leaves as you would any other kitchen herb for sweetening drinks or cooking. You can also dry Stevia leaves, grind them up in a fine powder, and use the powder as a sweetener for baking.