Sugar doesn't just sweeten baked goods, it also adds bulk and moistens the finished product. If you substitute liquid stevia for sugar in a baking recipe without adding anything to make up for the lost bulk and moisture, you might end up with a flat, dry, off-color version of what you wanted. It's hard to get exactly the right color without sugar's caramelizing properties, but you can make a few other modifications to retain the bulk and moisture of the original baked goods, even without sugar.
Substitute about 1 tsp. liquid stevia extract per cup of sugar in the baking recipe.
Combine all dry ingredients as directed by the recipe, until you reach the point of adding liquid ingredients.
Add 1/3 cup of extra liquid or "bulk" material per cup of sugar called for, to make up for the moisture and bulk lost when you removed the sugar from the recipe. You can use extra of something already called for in the recipe -- apple sauce or banana puree, for example -- or try one of the alternatives suggested on the Stevia Info website: yogurt, apple butter, unsweetened fruit juice, egg whites or water.
Stevia is derived from the leaves of an herb that grows wild in Paraguay and Brazil. Refined stevia extracts may be as many as 200 to 300 times sweeter than table sugar.
"Raw" or green, powdered stevia may impart a slight, bitter aftertaste and a green tinge to your food; liquid stevia extracts usually do not.
The recommendations above are, like any recipe, a starting point. Feel free to adjust the amount of stevia and proportions of extra liquid to suit your taste and preference.