Where are the '65-67 nickels from? SMS or circulation? Circulation strikes are poorly made as a rule (same reason they suspended mint marks--to discourage collecting), so full steps on any of those would be quite a find. The SMS coins, while not a proof per se, were still made with better dies than the circulation strikes, and should typically have at least partial steps.
As for mint sets, I'm afraid I'm not an expert on those. My understanding is that the Mint uses new dies to make the coins, so they *should* all have full steps, although it's again subject to Mint quality standards for that particular year.