In my opinion, stevia is one of the best sugar alternatives. I use Truvia, which also contains erythritol, a sugar alcohol. I would prefer to use a completely unrefined sweetener, but there isn't anything I like better, so far.
I also use organic agave nectar for some things, like pancakes. It's REALLY sweet, like stevia. A little goes a VERY long way.
As far as the other chemical artificial sweeteners, I will not touch Splenda (sucralose) because it has been found to stimulate insulin release, and I don't like Equal (aspartame/acesulfame K), so that leaves Sweet'N Low (saccharin). If I really MUST have something sweet and I can't get stevia or agave, I'll choose Sweet'N Low over the others.