Odd no one mentioned that we are discussing Jefferson Nickels. Hopefully that is the coin we are talking about. Not to many other Nickels are famous for full steps. Not many steps on a Indian Head Nickel.
I have 6 completed sets of Jefferson Nickels. Set #1 is as close to all full steps as possible. All are from change except the Proofs of course. Yet looking at them recently I noticed few actually do have full steps and they were taken from change however by that I mean over many years always looking for the best ones. It is odd too that regardless of how perfect such a completed set is, the value is really not to impressive. Possibly one of the worst US coins for appreciation, value and resale. Always wondered why.
My suggestion is if now intested in Nickels, change to Indian Head/Buffalo Nickels. Naturally more difficult and more expemsive but well worth it at the end.