I've already told you that I'm not particularly careful with my seedlings: I don't use any extra light sources or try to keep them warm. Mostly my strategy so far was to get them used to a 'grown-up' life as soon as possible, and it wasn't as bad an idea as you might think. I guess, the chances also depend on the kind of lithops, but watching their development closely it's still possible to step in if something goes wrong. Here's a sample of the kids I've sown in April 2008 (This was my first attempt and I got some of them burnt by the sun. I could avoid that mistake the year after).
I let them 'hatch' in a normal cacti soil you can get in every store sometime in early spring (march or april) on a south windowsill. For the first two months they mostly stay under a see-through cover to keep the soil moist (so I don't have to mist or water them every day) - I would remove the cover every now and then every day to let fresh air in though.
After two months they appear to me solid and stable enough to be grabbed and pulled out of the soil without any damage, so I just repot them into pure pumice, remove the cover permanently and water them depending on their condition. Once this is done there won't be no algae or other problem, pumice is just too boring for that kind of pot-mates, but there shouldn't be too much direkt sun at this point. The seedlings tend to start changing their first leaves soon after that which makes them relatively sun-resistent. This is also the time I start adding small amounts of fertilizer to the water (pumice is very poor). Once they've changed I treat them like grown-up plants, although they surely do get some water during their first winter.
On the picture below you can see the same aucampiae v. koelemanii C256 (l) and lesliei v. minor C006 (r) in June 2008 and in November 2008.
I've already posted pictures of the same lithops plants taken in September 2009 in this post. Please check them out!