Sweet confusion!

Stevia is a plant and it looks like a green powder. Personally I do not like it as it leaves funny aftertaste.
My favourite sugar replacement is xylitol or erythritol. Taste similar to sugar and works really good in most cakes (apart from meringue). Xylitol you will find in most health stores and many supermarkets (Ive seen it in waitrose and Sainsbury). Erythritol you will need to buy online (amazon is a good place).
Sorbitol is a sugar alcohol but I have never used it for baking so cant advice

I use liquid stevia in very small quantities as it's both extremely sweet and as Ewelina says it can leave a funny/unpleasant after taste. I also use erythritol for baking and general sweetening. Both are recommended and safe for diabetic use, and don't raise glucose levels at alll. I get both these from Amazon, and erythritol in the form of Sukrin Gold from Sukrin's online shop. Avidlite is another possible source for Sukrin products.

Xylitol I've never used because although it's often another good sugar replacement, it's very toxic to dogs even in very small amounts.

Be very careful about sugar alcohols as they can have quite unpleasant side effects in larger quantities - bloating, gas, wind, and can cause the runs. So be wary of these, most of which unfortunately also have names ending in "itol".

Robbity

Essentially stevia and erythritol are the lowest and are more or less "no carb" and also contain virtually no calories. They are also the ones that have no or very few side effects, But please note that they do actually have a high carbohydrate content, though these cannot be absorbed which means they can't affect your glucose levels at all, so are considered to be close to zero carbs because of this... Other sugar alcohols may also have this carby weirdness, but as I said they can also have unpleasant side affects.

Stevia is derived from a plant known as sweet leaf, and so in its purest form will be green. I think I've seen this green version sold on Amazon. The white powders and clear liquids will be more processed forms.

Robbity

I cut out sugar in my tea when I started lc/hf but even after 3 or 4 weeks I still wasn't enjoying a cup of tea so I started putting one Splenda sweetener in which was better than nothing. I've always been wary of sweeteners as I've read a lot about them being harmful but I've also read that Stevia is what a lot of folks use as it's not so bad and more natural. I found something labelled "Stevia" in Morrisons and was surprised that it was a lot cheaper than Splenda.

The last 4 or 5 days I've been feeling awful. First a migraine, then muscle twitches in my legs, plus neck and shoulder pains and a heavy feeling in my arms. Also, felt a bit itchy. I've been feeling really tired during the day and last night I couldn't get to sleep for ages which is unusual for me. I was feeling quite worried as I also had some pelvic pain and felt like I had a urinary infection. It was the muscle twitches that made me look Stevia up on the internet as I'd had those with other sweeteners and, surprise, surprise, I found a few people complaining of all the same symptoms and that using Stevia was the only dietary change they had made.

From what I've read, my "bargain" Stevia is no better than other sweeteners as it's not so pure and natural as I believed it to be

Looks like I'll have to get it from a health food shop and make sure it's not got "nasties" in with it.