Both sides missed numerous chances in a pulsating game that was a fantastic advertisement for the Championship.
West Brom are the highest scorers in the division with 21 before this game and Southampton had conceded the most with 19.
This game was never likely to finish goalless and John opened the scoring for Southampton in the 17th minute.
Spanish midfielder Inigo Idiakez swung over a hopeful long ball that West Brom failed to clear and Stern fired home from 12 yards.
Saints left-back Rudi Skacel doubled his side's advantage on the half-hour mark.
Midfielder Nathan Dyer played in Marek Saganowski who put the ball back for Skacel to fire the ball home into the top right-hand corner from 25 yards.
West Brom midfielder Felipe Teixeira got his side back in the game three minutes later.
Midfielder Chris Brunt sent in a low cross and Teixeira made no mistake with his finish from six yards.
West Brom drew level through midfielder Robert Koren in the 62nd minute.
Substitute Sherjill MacDonald played in Paul Robinson who crossed for Koren to smash the ball home after shrugging off Wayne Thomas and going around goalkeeper Kelvin Davis.
West Brom's equaliser did not last long as Southampton again took the lead in the 64th minute.
Midfield dynamo Dyer swung in a low cross that John managed to touch into the net and beyond goalkeeper Dean Kiely from four yards.
Both sides continued attacking and Ishmael Miller for West Brom and Saganowski both missed chances for their sides.
Southampton almost sealed the game in injury-time when substitute Andrew Surman teed up fellow substitute Jason Euell, but Kiely pulled off a fantastic save to tip the ball over the bar.