After his retirement, Stephens became a sports coach in both the mental and physical training sectors, fitness coaching Pete Sampras, Mark Philippoussis and his eventual wife, Zimbabwean tennis player Cara Black.
Her best result at a Grand Slam was reaching the semifinals of the 2005 Wimbledon Championships Women's Doubles semifinals, partnering Samantha Stosur, before losing to Cara Black and Liezel Huber.
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Cara Black and Liezel Huber were the defending champions and won in the final by beating Raquel Kops-Jones and Abigail Spears.