The strong and flexible as well as the detail materials can be made to show minimal stepping, but there will always be some surface irregularity. With the S&F, you get 'artifacts' (sort of like material that has bonded to the surface as a result of the process - e.g. http://www.stop4stuff.com/shapeways/chain-maille/images/hp4i n1-small-rings-scale.jpg ) and with the detail, you get the detail to what the printer can print, the stepping is not so obvious, but it is there.
The best results will be had by ensuring the faces (triangles) of your model are smaller than the print resolution, 0.1-0.2mm works for me.
Have a browse through the Post Production Techniques sub-forum, as it happens, Jettuh gives some useful info & pic regarding WSF and superglue.