Mark the area of the pathway with spray paint.
Remove the sod in the marked-off area with shovels or a sod cutter.
Dig a 3-foot-wide trench the length of the marked-off area that's deep enough for a 2-inch layer of gravel, a 3-inch layer of sand plus the height of a stepping stone.
Pour a 2-inch-deep layer of 3/4-inch crushed gravel into the trench. Rake the gravel smooth and tamp it down.
Pour a 3-inch layer of sand on top of the gravel. Screed the sand by running a 2-by-4 over the surface. Fill in any low spots with more sand and screed the surface again. Check the sand for level and add sand where needed to level the layer.
Place the stepping stones on top of the sand. Space them evenly, and tap them into the sand with a rubber mallet. Check the stones for level, tapping them down with the mallet if necessary.
Pour decorative stones or pebbles onto the sand around the stepping stones and rake them smooth.