First, as long as the water you have them in doesn't go stagnant and start accumulating bacteria, the cutting can stay in the water almost indefinitely. I have a cutting of "N. thorelii" X aristolochioides I took last October and stuffed in a jar, and its still in the same jar, and its a mass of roots and has just flowered.
Transitioning a cutting from water to a soil medium can be tricky with some plants, but I've found that once a Nepenthes cutting has roots at least an inch long, they are fairly resistant to disturbance and can be handled rather casually in potting into soil; try not to break the brittle roots, but don't worry too much if you damage some in the process. As the others have said, do not use Peat Moss - use Sphagnum instead. Peat is far too dense and will often result in catastrophic root loss from rotting. It simply holds too much water and very little air. (Nepenthes like moisture at the roots but they also need air in the medium!)