Donkey moves (done on all fours, with bent leg and pressing foot to the ceiling, or with straight legs and lifting) are good glute exercises, and they are easy on the knees (just make sure you are kneeling on a padded surface). Cathe does some in Butts and Guts. (I find them especially effective when I do them right after the warm-up, to kind of pre-exhaust the glutes).
Straight-legged deadlifts are also good on the glutes (and easy on the knees). Try doing a set of donkey kicks followed by a set of straight-legged deadlifts.
As Gibbee mentioned, you have to watch your knee angle when doing step-ups/leg presses. When you walk up stairs, you are only going up about 6 inches, which is one reason why they don't bother your knees. Another reason could be that when climbing stairs, you are always going forward and up, never backwards and down, as you do in leg presses. If you took the stairs 2 or 3 at a time, or walked backwards down the stairs, you might have the same knee complaints as with leg presses.
(Kettlebell swings are fantastic glute exercises!)