What medium to use is a matter of preferense. I've tried several different ways and they all have their pros and cons:
Dried spaghnum, usually imported from New Zealand, can be bought in just about any Garden Center. Place a piece in water and let it swell. Most cuttings root well, however one has to be a bit careful not to water too often. Spaghnum retains lots of water and it's an easy mistake to keep the medium wet instead of moist. Too wet and the cutting will rot before you see any roots.
Made from coconut husk and very easy to work with. Like dried spaghnum one places a piece in water and allow it to swell. The medium looks like coffe grain and retains water well withouth feeling wet.
Rooting in Perlite: Fill a container with Perlite, place the cutting in the center. Pour water in the container until it reaches the surface of the Perlite. The cutting will be have a sturdy position and the method is similar to rooting in water so most should be easily aquainted with the idea. This is a reliable way to root sensitive species that are not allowed to dry.
Cubic shaped, sponge like but completely organic material that is enhanced with nutrients and hormones to encourage root development. Very easy to use as the cubes are ready made and moist from the bag. Retains water well but should be kept slightly most at all times.
Don't let lack of imagination prevent you from taking cuttings. If you don't have pots or plastic bags available, almost anything can be used, old plastic mugs and coffee cups, just don't forget to arrange some kind of draining. Plastic cups or mugs can easily be penetrated with a lit match, two or three holes is enough. Left over soda bottles could be used as a mini-greenhouse. Just cut the top off and turn the bottle upside down. A small table greenhouse is ideal, especially if it has bottom heated... If you intend to take lots of cuttings it could be a good investment. Once the cutting is well rooted and has started to grow it should be repotted in a permanent pot. Don't oversize, better with a size too small than a size too big. Too big a pot encourages production of roots and may delay the plant from growing and flowering.
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