Steam Baseboard vs. Steam Radiator
Don't change them.  Single line steam radiators are tricky at the best of times, and most modern plumbers have little experience with them.  In addition base board radiators make it impossible to put bookcases in.  (In our climate they use up all of the external wall.)

There are lots of ways to dress them up 

Recessing them is a bad idea, as the space to do that comes an the expense of external wall insulation. (Most radiators are on external walls)   In addition, most radiators are thicker than the wall you would be recessing into

The british use flat plate radiators.  I know they work with hot water.  Not sure if they work with steam.  Much less obvious, and easiet to clean and paint.