Im designing a x3 step process for the web
Should i have it on one long page 1. 2. 3.
Or move users to the next ] page 1. (Next:Do 2) 2. (Next: Do 3) 3 (Finish)
If there's indeed enough content to fill one long page with it, then splitting it into several shorter pages might be beneficial. Users won't feel overwhelmed by the amount of content (or by the amount of data that is asked of them, in case this is a big form) and they'll have a better sense of progress.
In that case just make sure to provide some kind of a progress indicator, so that users have an approximate idea of how long of a process are they committing to.
Also, a good read on the subject: http://ui-patterns.com/patterns/StepsLeft
I agree on most suggestions for a progress wizard (there is a related post here).
I do not completly agree, that the amount of content is critical if it should be splitted in serveral pages. Think of pinterest for example. They have an endless page to scroll. For sure there are some withdrawals with the automatic appending of new content (perceived size/position of the site).
But users are used to scrolling and the effort is very low (flick with the finger, scrollwheel). Especially when the user wants to have a "look back". Switching to a different page/slide, needs more effort/load time.
So to break it down for you question: If you have separate steps, which probably need some explaination, paging would do a good job. If you have a lot of content, maybe connected together, consider if putting them on a page, with dynamic feedback of progress in the steps would fit in (think of a timeline/stream).
Hope this helps to find the right question ;)