Hey Vince. Yes I've also heard of and seen (on youtube) others that have rooted grapes this way. I'm guessing it must be a fairly common practice with grapes. I've also known folks to just "plug" grape cuttings into the ground in fall and end up with growing vines come spring.
Navid, I actually did give this a try with fig cuttings last winter. I had pretty good results. Would likely have had even better results if I had given them a little more TLC. I used one of those big blue utility tubs you might find at Lowes. I cut the bottom out like in this picture. Set it about 2/3 in the ground and filled it with play sand. I kept it covered to regulate moisture on my terms.
EDIT: Most of what I learned on how to do this comes via the kind instructions of jrice (post #2).
All of the cuttings had roots in the spring but I lost most of them due to inattention (aka a little ADD maybe). But the fact is, this method does work quite well.
I would not just plant the cuttings out in the elements though (i.e. garden, etc). The over watering issues seem to apply here the same as rooting indoors. I'd plant them in pots and keep them partially shaded as well as under something that would keep them from getting rained on. A little TLC coupled with the warm spring weather and you should get some good growing fig trees in no time.
If you have a bunch of cuttings to experiment with, I'd recommend giving this a try.