Real hardwood, perhaps oak, but not pine. Pine and dogs do not mix! I have pine wood floors with tons of scratches from the dog, but it's an old home and gives it character :)
Hardwood can be pricey for stairs, but well worth it!

Real wood the color of the railings..it will be a slower process if they are finished in your home. We have finished in the factory teak and love them. The advantage to pre finished is you know EXACTLY how they look before they are installed, sometimes with unfinished you can wind up with slightly different color than expected. Just be sure to get the same top coat as the railings. You don't want a glossy finish on the steps if the railings are satin..also glossy shows scratches.

I would be careful of glossy finishes on your stair treads. You must think of safety on stairs. Do you have children? Do you run up and down the stairs in your slippers or stockings? I like wood on stairs, but I like to see an attached carpet runner on the stairs in addition. Softens the blow if you stumble. For wood on your stair treads, I would pick something that has the same stain color as the floor it is meeting at the bottom of the stairs. It would flow continuously into that room.

We have hardwood chestnut stairs and I love them :-)