You may have seen this already but John Brittnacher wrote a great guide for this technique here:
http://www.carnivorousplants.org/howto/Propagation/DroseraLeafCuttings.php.
My tips:
(1) I tried adding 1/16 strength fertilizer to the water when I saw plantlets, just to experiment... thought it'd make them grow faster. That's a no-no. Instant algal bloom. I'm always amazed how algae find their way everywhere.
(1a) If you start cuttings under mist, not in water, you
can spray-fertilize them without causing algal blooms. The plantlets grew faster and I just scraped off whatever algae appeared. Best of both worlds.
(2) @ Unstuckintime: Changing the water helps oxygenate it. This is key to root growth because the roots of all plants need air. If the water never changes, the plants will be unlikely to ever make roots. I'm not strict on when to change the water, but generally once a week. I'm not sure if there's an optimal interval or not. John Brittnacher told me 2 weeks fairly recently when he sent me some leaf cuttings.
(3) I make sure the leaf is clean before I take a pulling. No dirt, no bugs, and hopefully as few microorganisms as possible. I try to pick a clean leaf and if it's got anything attached I'll tweeze or wash it off.
(4) Test tubes rock for leaf cuttings. Water bottles are decent but take up a lot of space.
In my experience with water rooting, transitioning the plantlets to substrate can be a pain. In fact, it might even be so tedious that one mistake can lose all the plantlets and hard work altogether. It depends on your conditions, specifically how much heat/light/humidity you can provide and how stable you can keep things.
I had some capensis and filiformis leaves under mist in peat, and they struck very well. Plus, they were already growing in media and this eased the transition considerably. There were maybe 1/3 fewer plants with the misting system, but because they were so much easier to deal with I was very happy.