Remove the nail where a step is squeaking and replace it with a slightly longer screw. The screw should be longer than the nail so it is going into fresh wood, but make sure it is not so long that it would come out the other side.
Gently create some space between pieces of wood that are starting to separate and place some wood glue in there. If possible, clamp the wood together.
Sand areas that have dents, scratches, or flaking paint or stain smooth and fill in with wood putty. Allow the wood putty to dry, and then cover with whatever finish necessary to match the rest of the step.