Stevia and erythritol are both naturally occurring sweeteners, but are two completely different things. Pure stevia extract is from the stevia plant and has no sugar alcohols, but does not taste as much like sugar as many other sweeteners. It's extremely sweet in very small amounts and works well in certain applications, but has a very different flavor from sugar.
Erithritol is one of a group of natural sugar alcohol compounds that can be found in nature in many places, but of course is mass produced by a fermentation process commercially. It tastes much more like sugar and works better than stevia in a number of cooking applications, but many people will have digestive upset from eating too much of it. The recent study being referenced calls for more research and doesn't seem to definitively establish a causal relationship. I'll wait on that one.
Both stevia and erithritol can be useful in certain places to sweeten food or beverages when it is important to keep blood sugar and insulin levels down. When it is absolutely imperative that something tastes identical to sugar (sprinkled right on top of certain desserts, for example), I may just wince and get out the bag of totally unnatural Splenda (created in a laboratory in a fascinating but frankenstein-like process). I do not like to do it, but do it on rare occasions!

A lot of confusion comes in because so many low carb or low calorie sweetening products are blends of multiple ingredients like some of you mentioned, but you can generally find pure extracts or substances by searching the internet and reading ingredient lists.