In my opinion, there's no easy answer because it depends on what you're baking and personal preference.
Most alternative sweeteners have their own peculiar issues and, usually, take some getting used to.
I tend to only use products that don't affect my blood sugar in any appreciable way.
Some of the products that I use the most.....
Natural, or fairly "natural," alternative sweeteners:
- Stevia — tends to be noticeably bitter. Bitterness varies from product to product.
- Erythritol — mildly sweet with a cooling effect that can be rather weird depending on how much is used and in what way.
- Monk Fruit (Lo Han Go) doesn't have the bitterness of stevia, but it's very expensive in its pure form.
- Liquid isomalto-oligosaccharide — mildly sweet with a pleasant flavor reminiscent of light corn syrup.
- PolyD Fiber — mildly sweet, adds chewiness to things like low-carb brownies.
Not so natural sweetener that I use (sparingly):
- Liquid Sucralose: Highly concentrated with little to no noticeable objectionable flavor when used in small amounts.
Some specific products I use:
- Vitacost Erythritol — pretty good deal on pure erythritol at regular price and they do run frequent sales. I often use this in combination with liquid stevia or sucralose. I also mix in a tiny amount of robust molasses for use as a brown sugar substitute.
- Swerve Confectioners — a finely ground erythritol blend that I use when making frostings.
- Lakanto Monkfruit Sweetener Golden — expensive but works great for spiced nuts and the like. Sort of a very mild brown sugar-like flavor.
- SweetLeaf Liquid Stevia — better than most stevia products but still mildly bitter in spite of what they claim.
- FiberYum (Isomalto-Oligosaccharides) — expensive but a great product for some applications.
- Lifesource PolyD
- EZ-Sweetz liquid sucralose — this company makes liquid sucralose in 2 concentrations. The linked product is the most concentrated. One drop effectively equals 2 teaspoons of sugar in terms of sweetening power, so a little goes a long way.
HTH 
