And actually, I've read that Stevia will grow in almost any climate, if it is given good soil, fertilizer, and light conditions. It is sensitive to frost, so if it's outside you have to plant it each year. It likes full sun and in a light, sandy, open, well drained soil. This must be why it grows well for Dr. Weil out in Tucson.
But for you and me out here in the chilly north east rust belt, we should plant it in a planter and keep it inside, again, near a window where it can get full sun. You don't have to futz with it too much, just use a standard garden fertilized.
You can get the Stevia rebaudiana seed, but they don't germinate well. Best to purchase the plant. This, although I'm sure will get easier over time, is not now easy. A quick google search will help you out, but I had a hard time tracking down the local Pittsburgh Stevia Emporium.
That said, once you plant your plant, the Stevia leaves should be harvested in the fall, normallyl early in the morning and then just dried in the full sun. When crispy dry, store in a plastic bag. Break the leaf with your hands or put them a blender to make powder.
I'm not going to use the stuff, although it will be fun to grow the plant and taste the leaves.