Yes, you should have concrete (gravel might be ok if you've got it deep enough and with sufficient drainage), and any wood touching it should be pressure treated for ground contact (not just standard PT).

Here's what I did at ground level: 2x6 PT-GC anchor bolted to concrete, PT stringers attached to 2x6 with angle and nails.

Thanks, weedy, that's a pretty solid looking structure there.

Yeah, you could drive a truck over it. The inspector called it "way over code" but I think that's more of a commentary on how loosey-goosey our county tends to be. I saw a parade home last year with a deck over walkout basement that was all done with nails only. No joist hangers, ledger board attached to the brick, 4x4 posts. Unbelievable!