Issue i've thought about for some time - don't see easy answer...
I prefer to use the built in steps because i'm quite tall and the reach is not too bad for me - some of my colleagues prefer to use ladders. I think the ladder is the less safe option because it is difficult to get it in exactly the right place and there is the risk it could move / slip. At least the steps on the aircraft are fixed.
Lessons i learned - always check the fitted steps before you try to use them - that way if the re-fueler has filled one of them with JetA-1 you find out in advance before you try and put your foot in it and slip!
I also use the "three points of contact" rule - two feet / one hand or two hands / one foot at all times. If you do this and are careful and methodical then i don't think that using the integral steps is any more of a risk than using ladders.
OH