I extensively tested the two typical models (one page vs. steps) in the ecommerce checkout area and the one-page version won out; I assume this is related to the fact that the user has a clear picture of what he is being asked to fill out and therefore has a better understanding of the entire process. The single step is also perceived as faster. I suppose both effects are amplified when the required data is unknown beforehand.

In addition, multi-steps version is technically more complicated and often it is badly supported, with a lot of problem in the back actions.

But, as always, it depends, your mileage may vary depending on the specific case.