Splenda -- the actual name-brand -- really is the only one that can "take the heat", literally. If you ended up with something bitter, it sounds like it was NOT really Splenda but something based on aspartame or saccharine.
I've had great luck using Splenda for almost anything including pumpkin pudding/pie filling.
There is also a Splenda/sugar blend with half the calories of sugar (a lot more than in straight Splenda -- which isn't totally calorie free; it has about 2 grams of carb / 8 calories per tablespoon) but if you used that 1:1 it would have been very sweet, because it is meant to be substituted for the amount of the sugar in the recipe at 1/2:1.
What I really dropped in to say, BTW
, was that using Splenda in a cake or quick bread requires that you add the Splenda with the dry ingredients rather than creaming it with the butter like you would when using sugar. You also might find that the recipe doesn't rise quite as high as a sugar cake, but other than that, I've always had perfect results.
PS -- the reason your Splenda bag says "no calories" is because it has less than 1/2 of gram of sugar per teaspoon, which is the recommended serving size. In the US, they can call that calorie-free -- up here in Canada, they have to reveal on the packaging that it does have some calories in it.