There are many different types of step materials that can be fitted in your garden, including brick paver and concrete. There are pros and cons to each and it's important that you understand them before deciding which to use in your garden.
Brick paver steps are generally quite difficult to install because they must be manually cemented in individually, requiring more time. However these steps are not slippy and are very durable. Paver steps can also be created in a variety of different designs from straight simple steps, to more complex curving and sweeping step designs. It's also relatively easy to tie the design of paver steps into walls and a variety of other brick built structures.
While a concrete step is normally quicker to build, the process is more complicated. You will need to build a frame out of concrete to contain the liquid concrete while it is hardening. It is possible to create a wide range of different designs and the material is very durable. However, any cracks in the concrete structure will be difficult to repair and it's not possible to replace individual sections. The only option would be to patch the cracks which will always be weaker than the original concrete.