Here's an informative little article from Scientific American's site: "How can artificial sweeteners contain no calories?"
The short answer is that calories are a measure of the energy provided by foods, including sugar, while sweetness depends on how food chemicals react to receptor proteins on our tongues.
The article caught my eye because soon I'll be talking to my young charges quite a bit about calories as a unit of energy.
Personally, I stay away from the artificial sweeteners. To me, they always leave an aftertaste, and I distrust their artificial origins. Good old sucrose may be bad for you, but at least it's natural!