stepper motor for arduino that doest require a driving board

are there a stepper motors that can be directly attached to the arduino (multiple motors at once)
without a special shield or electronics besides perhaps some mosfets ?
as the while thing i want to build is based on USB power... (a laptop on wheels, maybe gears and drive slower)

Running from VUSB is the trouble here. But still, if you have some low-voltage, low-power stepper, you could use transistors [as Common Emitter arrangements] between the Arduino outputs and the coils of a unipolar stepper.

There won't be any stepper motors that can be directly driven from logic signals(*). There might be one with an integrated driver, haven't ever seen such a thing though.

(*) Motors take more current than 25mA, windings are inductive and this requires protection diodes - these are fundamental physical limitations for real-world motors.

A qualified YES. Using 4 outputs from your Arduino you can control 1 stepper motor. You would need to use Unipolar motors and it would require 4 transistors/MOSFETS and 4 Arduino outputs for each motor. The advantage of using a driver is that a typical drive has Step/Direction inputs and thus requires only 2 outputs from your Arduino.

I have started some work on an AVR based driver for unipolar steppers (would also work with some H-Bridge circuits for bipolar steppers) tha uses an ATtiny2313 as the brain. Requires an ATtiny2313, a couple of capacitors, a couple of pullup esistors for the Step & Direction inputs and 4 transistors/MOSFETs. Here is teh link to the thread here on this forum - http://arduino.cc/forum/index.php/topic,84809.0.html. Might give you some ideas and some portions of the code are usable in an Arduino.

4 transistors will require a driving board (breadboard at least!). They can't dangle in mid air. The minimum would be 4 MOSFETs and 4 diodes for a unipolar motor.