Stevens, who is from Jackson, Mississippi, grew up in the Southern United States in the 1960s. He felt that the Democratic Party members he knew consisted predominantly of “good ol’ boy” segregationists. He chose instead to join the Republican Party. He attended Colorado College, Middlebury College, Pembroke College, Oxford, and UCLA Film School.
Stevens is an extreme sports enthusiast who participates in triathlons, has completed the Paris-Brest-Paris bicycle race, and once skied the last 100 miles to the North Pole.