Nutrasweet breaks down and releases formaldehyde in your body. While other foods do as well, the formaldehyde in other foods is bound to other compounds which prevent your body from breaking it down. In nutrasweet the formaldehyde is free which allows it to interact with your body. Several studies show it is a carcinogen in this form.
Splenda is a synthetic molecule where the sugar molecule (sucrose ) is bound to chlorine atoms. This is what keeps your body from breaking it down. You get the sweet without the calories. However I've read some articles which compare it to pesticides chemically because it is similar to a chlorocarbon. For me personally I don't feel good after using it.
Stevia and agava arent as sweet as sugar but are natural if you buy the right ones.
Personally, I use sugar or nothing. I've found that you can decrease the amount of sugar you use dramatically. Once your palate adjusts you find it just isn't necessary to have so much sweetner. Honey of course is natural if you are actually using honey. Much of the honey sold in stores is honey mixed with corn syrup.