I agree with pwillard's scheme, however the diodes should be Schottky types (e.g. BAT43) so that they conduct before the Arduino protection diodes do. Note that the Arduino protection diodes are only good for a couple of mA, that's why external diodes are needed in this application.
Have you measured the resistance of a stepper winding? If it's less than 80 ohms then you really should use a driver.
Also consider adding a 100uF capacitor between +5v and ground to receive the energy released when you turn a winding off.