Stairway illumination is required by the IRC code R314.7. One method for meeting this requirement is to install low voltage stair riser lights. You can either purchase these units preassembled in a number of designs or build your own. You will need to create an opening in the stair riser large enough to accommodate the unit.
Off the shelf riser lights are usually screwed in through the face for support. Riser lights should be recessed so only the face of the light is even with the stair riser. Make sure that the light will be strong enough to resist the force of kicks as people climb the stairs. The wires can easily be concealed on the underside of the stair framing. The lights should be evenly spaced along the stairway. It is not necessary to install them on every riser, one riser light can effectively light up to 3 stair treads.