Ramps can only be approached to go up or down from certain directions, thus, they can be problematic if there isn't sufficient space around them for your dwarves to maneuver into position to go up or down
For instance, if you build a ramp down, and then wall it in with a door like so, to create a little entrance hut:
The ramp will not be usable to go down, nor will dwarves be able to go up it. That's because moving south on a down ramp makes you go down. So, in order for the dwarves to get up the ramp from below and out of the hut, they have to move south after heading up the ramp to reach the door, but since the ramp is all they have to stand on, every time they try to reach the door, they simply move underground again.
Putting the door on the north side will fix this, but the same thing happens with up ramps on the north side, so you can't have a ramp going down to a north facing door, because moving north after going down the ramp sends you back up the ramp. To make ramps more useful, you have to build ramps at least 2 tiles wide leading into hallways at least 2 tiles wide, so your dwarves have room to maneuver into a location where they can move up the ramp.
I only use ramps on main thoroughfares, so wagons can get through, for everything else, stairs is probably the best. You can dig straight shafts of them and they don't have any directional approach issues. It's much easier to designate them to be dug out of the rock than to construct them with the build menu. If you have trouble figuring out how to build them, basically, you just (d)esignate a down stair (j in designate) on the top level of the staircase, then move one square below that and designate an up stair (u in designate I think) if it's the bottom of the staircase, or if it's still got a ways down to go, designate up/down stairs (i in designate I think), in the squares between the bottom up stairs and the down stair at the top, all in a straight up and down shaft. It's a lot easier than building them (through (B)uild - C), as building them from materials can be a little wonky when it comes to where dwarves need to stand and all that.
If you aren't certain how deep you want to go with the staircase, just make the bottom stairs an up/down stair and you can expand it at any time.
[ November 04, 2007: Message edited by: Lord_Phoenix ]