Stamkos, taken first overall in this year's draft, scored on a wrist shot from the left circle during a power play to put the Lightning up 2-0 in the second period. Ryan Craig and Martin St. Louis also scored for the Lightning. Mike Smith made 38 saves.
The Rangers got power-play goals from Dan Girardi and Fredrik Sjostrom. Miika Wiikman played the first 30 minutes, allowing three goals on 14 shots.
Many of New York's top players didn't make the trip. Center Scott Gomez, left wing Markus Naslund and defenceman Wade Redden played for the second straight night.
The Rangers beat Ottawa 2-1 at home on Monday and are playing six games in eight days before their season-opening trip to the Czech Republic, where they will face the Lightning in two games that count.
The teams will also face off on Thursday in New York.