Believe it or not IRC code requires that you provide lighting for your deck stairs.  It is rare that stair lighting is ever inspected because deck inspections take place during the day.  In most cases your exterior light beside your patio door will be sufficient but there are a number of easy solutions that can also add a unique design expression. 

Low voltage lights can be purchased that can attach to the riser boards on the stairs or can be installed to the rail posts to provide enough light to see the treads and prevent a fall.  They use low voltage cable and attach to a transformer that plugs into an outlet just like landscape lights.  You will need to make sure you have the proper size transformer to provide enough power to all the lights.  You may need to adjust the positions of the stair stringers to accommodate the light unit especially on cascading stairs.  A variety of styles are available.  Some light posts are powered by solar cells that do not require any external power source and eliminate the hassle of hiding the wires.