Use a strong CONCRETE recipe that is at least 1 1/2 inches thick then top the stone with your favorite finish.
Keep them damp for a week or two.
It also helps to put gravel under the stones for a good stable base.

I just use a bag of the premixed concrete. These in the picture were done last year and lasted fine throughout the winter. Really do use them a lot when watering my plants. BTW, I love using the big hosta and other plant leaves to make them. Just finished another batch of 6 the other day.
Sandy

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I would like to know of a strong mix for stepping stones too. I just have used a premix and know these do not hold up to walk on after a period of time. Some I have made and just sat in the garden for looks and they have deteriated. I just have used those plastic molds you can buy with pictures in them.

Premix is OK but it must be at least 2 inches thick.
To make strong stones without reenforcement, continue to use the premix (it has good aggregates) but add one shovel full of Portland cement to each bag.
Keep your stones moist for at least a week and then allow them to cure another 3 weeks, then seal them with concrete sealer.