We study Anderson and alloy type random Schr\"odinger operators on $\ell^2(\ZZ^d)$ and $L^2(\RR^d)$. Wegner estimates are bounds on the average number of eigenvalues in an energy interval of finite box restrictions of these types of operators. For a certain class of models we prove a Wegner estimate which is linear in the volume of the box and the length of the considered energy interval. The single site potential of the Anderson/alloy type model does not need to have fixed sign, but it needs be of a generalised step function form. The result implies the Lipschitz continuity of the integrated density of states.
