I noticed a local shop selling earth made from coconut fiber(I think it's called coir in English). And according to a post on a garden forum it should be good for seeds and cuttings. So I got curious, have anyone tried it for citrus? Do you think it would make a difference?

I also found:
http://www.freshplaza.com/news_detail.asp?id=34321
http://www.youtube.com/watch?v=-XvCQDnFE3g
so I'm thinking about buying a bit and try myself.

I have used it as a substitute for peat moss, mixed with other ingredients, but have never used it as a 100% stand-a-lone medium. - Millet

I've used it as well, and like the coarse grades as an alternative to sphagnum and the finer grades as an alternative to peat. It is durable, lightweight, airy, and drains freely, while also retaining some moisture, and is probably more environmentally friendly than sphagnum/peat.

Citrus seeds germinate well in pure coir (I've used coarse, but finer grades would probably work as well), but I imagine it might be low in nutrients and allow leaching, so once they are ~3 inches I pot them up using a mix:
2 parts coarse coir (or partially composted, shredded palm fronds; see below)
1 part pea-sized wood charcoal;
3 parts semi-composted fine wood chips;
and 2 parts vegetable/leaf compost.

The finer grade coir works well for starting vegetable seeds and would be good for use with cuttings, as well, I would think. Coir also works pretty well for air layering.

If you (or a neighbor/friend) happen to have palms, chopped up and partially composted palm fronds can also serve the same purpose as coir or sphagnum/peat. They also work well for orchids.