A few things about sugar substitutes should give you pause next time you reach for a yellow, red, or blue packet. Studies of the health effects have been done only on animals. The effects on humans are still not known. Furthermore, it's believed that consumption of artificial sweeteners could increase a person's appetite for more sweetness and for foods with higher carbohydrate content.
So what are your options? Stevia, a new player in the sweetener game, is considered safer than the others because it is natural. (It could indeed be fine, but I'm not particularly convinced by this argument. Cyanide, after all, is "naturally" found in small amounts in bitter almonds.)
When all is said and done, it helps to put things in perspective. The number of calories in a teaspoon of sugar? Only 15.