The Stevia herb is "natural", it is a group of roughly 150 related herbs (all can be called stevia), some are available to grow here and all are native to Paraguay & Brazil where they have been in use for many hundreds if not thousands of years. The preferred herb to use is Stevia rebaudiana Bertoni. I find it and the other stevia herbs have a bitter aftertaste if used from the herb, this is thought to be due to a compound found in the stevia plants called stevioside, which is also very sweet. Most companies that produce the "Stevia" tablet, powder and liquid sweeteners use sweet compounds (steviol glucosides) refined/extracted from the herb and may add other products & alter the amount of stevioside to reduce this aftertaste.
One of the most used and common of these sweet compounds (steviol glucosides) found in stevia herb is rebaudioside A, sometimes called Reb A (about X 200 sweeter than sugar), this is what most manufacturers try to maximise while reducing the stevioside, most will still contain some as it is also very sweet (X 300 more than sugar). A "Stevia" product may contain other types of these steviol glucosides as well. The herb in it's natural state has 8 of these glucosides and they are
stevioside (which makes up about 18% of the glucosides)
rebaudiosides A, C, D, E, and F
With Reb A and stevioside being the most common of the glucosides in the herb and the ones that are the most commonly extracted.
One common additive is Erythritol (a sugar alcohol) which is naturally found in fermenting fruit and is an alcohol (won't get you drunk though) and is sweet but with very few kilojoules as the body does not adsorb it very well, this is the same for most sugar alcohols. There are other sugar alcohols that may be used with or instead of Erythritol and all of them can have a laxative effect if too much is ingested. Erythritol (and/or possibly the other sugar alcohols) is used to help combat the bitterness but also to bulk out the "Stevia" to make it easier to measure and use. The Erythritol in most "Stevia" products that use it, is from industrial production sources not fermented fruit. I use a commercially made powder version of "Stevia" (which has added Erythritol) everyday in my drinks eg Cocoa and in cooking cakes and similar to avoid the bitterness.
There is some evidence that stevia and it's "Stevia" products, may help with insulin production and resistance and could help people with Diabetes II to help control their disease. It has been suggested and studied to see if it may also help lower blood pressure and help protect the kidneys but this is still not proven or very well studied.
The stevia extract Reb A is what the USA FDA call GRAS or "Generally Recognised As Safe" but the whole herb is not GRAS. There have been some studies that have suggested that stevia may contribute to cancer but this is not yet proven and the studies required very large levels of stevia to produce possible results. Japan allows stevia and has banned other artificial sweeteners and have undertaken very numerous studies (more than 40,000) on stevia and they have concluded it is safe to use. In their native area the related herbs have been used as sweeteners and in traditional medicine for a number of complaints and are also used as a contraceptive. I am not sure if it is effective but women are advised not to use the actual herb (however this warning generally does not include the extract Reb A) if they want to get or are pregnant. Part of this concern is that stevia may also have a mutative effect but most studies (there are not many) that have linked this are concerned with the whole herb not the extracts. It is still worth noting though as there are still no long term studies on stevia issues, as stevia use is somewhat a recent development in most of our societies. However to be prudent, use should be moderate ie normal sweetening usage and not excessive amounts.
Finally, from a health & medical site comes this advice:
Pregnant or nursing women shouldn't use stevia at all. High doses of stevia may have weak mutagenic activity, according to the Memorial Sloan Kettering Cancer Center. Whole stevia leaves were also traditionally used as a contraceptive by the Guarani Indians in Paraguay. Those on blood pressure or diabetes medications should check with their doctor before using stevia-based products, as they may interact with these medications. People allergic to ragweed may be allergic to stevia as well.
Only products made with rebaudioside A, not whole-leaf stevia or other stevia extracts, are approved by the U.S. Food and Drug Administration for use in food. The World Health Organization recommends a limit of no more than 1.8 milligrams of stevia per pound per day, which means no more than two or three packets containing about 100 milligrams of stevia if you weigh about 150 pounds. The organization didn't set a limit for erythritol because of the relatively limited risks associated with its use.