In terms of installation, paver steps are easier to put in than concrete. The cost will be higher, for you are paying for prefabricated units rather than mixing up your own concrete, but the overall process is much less involved. If, for instance, you're building steps up the side of a hill, both methods require a rough form be dug out, but installation differs from there.
Concrete requires that you build a form out of plywood and lumber. This is a fairly complicated process in itself. Paver steps, on the other hand, don't necessarily need any mortar or hardening agent between them. Depending on the type of paver, they can be loosely or tightly arranged on a bed of packed sand or gravel.