I believe I have quite a few step nickels. Is there anyone known to specialize in these and is there a good market for them. (Auction, dealer, private?)
Step nickels? Are you asking if anyone here knows about full step designations on graded nickels? If so, yes, quite a few do.
As the demon Beelzebub said to the prophet, "Let's see this thing of which you speak and perhaps I can help you."
I will refer you to this excellent CoinTalk thread about Full Step Jefferson Nickels posted by @Lehigh96 back in '09. For values, I suggest you take a look at Numismedia FMV (I linked it to the exact Full Step Jefferson Nickel page for MS61-70.) Yes, some can be pretty pricy. But you'll need to hit a certain grade threshold for them to be worth the effort. As a "sort of related to this" comment, when I send in a hoard of really nice Jefferson Nickels as a bulk submission, I use MS64FS as the minimum acceptable grade. Any lower than that and it's not worth the money/effort to slab.