Stevia is widely considered to be safe when used as a sweetener, and no health concerns have been raised during its 10-plus years in wide circulation in the U.S. But as with any sugar substitute, it's wise not to go overboard.
Stevia is probably the healthiest option, followed by xylitol, erythritol, and yacon syrup. Natural sugars like maple syrup, molasses, and honey are less harmful than regular sugar and even have health benefits.