No, I can't say that I have tried seeds in just water. I have heard of people getting cuttings to root in distilled water,but I haven't tried that either. You really should try Dip N Grow Liquid rooting hormone. I'd say that I usually have 98% success rooting cephs with it. It also seems to make the cutting have multiple growths that turn into nice clumps.
They will root without it, but it speeds up the process. Sometimes you can very carefully remove the leaf from the new growth and root it again.