No doubt others will respond with their preferred methods,but I have the most success with some sort of potting soil in a clear plastic cup, so that I can see roots developing, and placing the the whole thing in a gallon sized zip lock bag. Make sure that the mix is just damp,and not too wet. If there are leaves on the cutting,remove all but the top one and place under a light source. If there are no leaves, no need to worry about light until a bud begins to swell. The soil mix I prefer is Miracle Grow Cactus and Citrus Mix,but other mixes work just as well,as long as they are loose and drain well. Don't forget to make drainage holes in the cup,and open the bag for a while every 2 or 3 days to let fresh air in. Good luck!