A recent update on the Go Africa section of About.com in response to an email requesting information about climbing the pyramids of Giza: "Since the 1980's the Egyptian authorities have put a stop to it. It isn't just about thousands of sweaty, climbing tourists damaging the Pyramids -- it's also downright dangerous. The Pyramids used to be covered in limestone, which has eroded over the years. The steps were never made for climbing. They're uneven, crumbling and quite large -- at least five feet high in some places. Inevitably, the fact that climbing the pyramids is forbidden doesn't stop everyone from doing it."
See the complete post at the above site.