Another option is blind nailing. That's where you take a narrow sharp chisel (around 1/4" or less) and start lifting up a small sliver. Nail the step down and then glue the sliver back down with a water soluble glue like Lee Valley's Fish Glue. Wipe with a damp cloth when dry and the job is invisible.
However, I also like the cleats underneath, the square ones and the french cleats. Save the blind nailing for a repair job. Plugs will leave a dark circle around them that can't be missed if you are looking at them. I've tried all sort of methods to hide them, including using water soluble glue to make sure the glue line doesn't show, but they are always still there.
Someone I consider a master woodworker once told me that a master woodworker is not someone who never makes mistakes. He is someone who is able to cover them up so that no one can tell.