What kind of wood to use for landscape steps?

I would like to build some simple stairs on my backyard hill but I am not sure what type of wood I can/ should use for the job. I would like to use something with a natural look such as this:

http://ift.tt/1ZUdCKw

But all the pressure treated wood sold near me is a dark brown. Can I use wood that is not pressure treated? How will it hold up? I am located in San Diego, CA if that matters at all.

Thanks,

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