I don't know whether it's in fact helpful or merely apocryphal, but I keep my cuttings in lower light conditions for about a month or so after taking them. The theory is that high light levels promote leaf growth, which detracts from root formation. The lower light allows the cutting to concentrate on roots. The lower light it also a more gentle way of treating a cutting as it doesn't have the means of regulating temperature as a rooted plant would.
I also support the comments that mildly damp & humid is enough. Waterlogging is a good way of rotting cuttings. They don't need much moisture as they don't have the roots to absorb it.