Using a stair climber and running are just two options for getting an excellent cardiovascular workout -- but whether one is "better" than the other depends on a few factors. While stair climbers have less impact on your joints, running burns a higher number of calories. Thus, your goals are a big part of the equation.
Calorie Comparison
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If your goal is to burn as many calories as possible to meet your weight-loss goals, the number of calories you'll burn during each activity may be the most important factor for you. According to Harvard Medical School, a 155-pound person will burn roughly 223 calories using a stair stepper machine for 30 minutes -- though that figure could go up or down depending on the speed at which you use the machine and whether you're using your arms. Running at nearly any pace is likely to burn more calories. If that 155-pound person runs at a moderate 5 mph pace, she'll burn about 298 calories in 30 minutes. Running at 6 mph will burn 372 calories.
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The Logistics
Logistical considerations may also dictate whether you choose one activity or another. If you enjoy being outside in nature and smelling the open air, running could be a better choice for you. Likewise, if you don't have the money to spend on an expensive machine -- or a gym membership -- running may be the choice for you. Running is also a space and time-saving option, since you won't have to store a bulky machine in your home, or jet off to the gym to get in a workout. On the flip side, having that stair machine in your home means you won't have to brave the wild weather when you want to exercise. You could also run inside on a treadmill -- so if you're still considering the space issue, it's important to note that most stair climbers will take up less space than a treadmill.
High Impact vs. Low Impact
If you're a person who has pain in your joints, then high-impact exercises may not be for you, since they force your feet to hit the floor with force, thereby increasing the risk of more pain and injury. Running is a high-impact exercise. When it comes to stair machines, some are high-impact, some are not. If you're using the type of stair climber that forces you to raise your foot off a platform and land it on the step above, it's considered a high-impact exercise. If you're using the "mini-stepper" varieties, which force you to keep each foot on its own platform and then press down on one foot to raise the other foot's platform, you're doing low-impact exercise. When joint pain is an issue, the stair stepper machine may work better for you.
What You Like
Perhaps the best way to decide whether the stair climber or running is the "better" exercise for you is to simply try them both out for a period of time. After all, the best type of workout is the one that keeps you coming back. You can't force yourself to slog through a workout that you hate -- that's just going to create a negative perception of exercise that may make you quit altogether. Factor in all the pros and cons, but in the end, choose the exercise that you actually enjoy doing.