This is just for starters, I'm going to look some stuff up and repost. But, three major concerns:
1) Here's how your body works in an endocrine sense: your brain (hypothalamus and pituitary) makes a hormone that causes another hormone to be released; when the end product is made, it is sensed by the brain, and this feedback reduces the production of the releasing hormone.
For the male hormones like testosterone, your brain releases GnRH which causes the release of LH and FSH which result in the production of testosterone etc which inhibits the initial release of GnRH to keep you in balance.
When you take steroids you mess up this balance. Your brain senses the excess and turns GnRH WAY DOWN. FSH and LH go WAY DOWN. These two hormones, the stimulation for the growth and maintenance of your testicles, go WAY DOWN. Your two gonads then shrivel because your brain thinks they're making too much testosterone.
Need I say more? Gonads... and SHRIVEL.
2) Anabolic steroids have good and bad effects. They will help you build muscle, no doubt. They will also shift your body's metabolism to a excessively male pattern that is harmful. For example, men have less good cholesterol (HDL) and more bad (LDL) than women. You will accentuate this difference and increase your risk of heart disease, stroke, AND balding, etc. Not smart.
3) some products, like androstenedione, used by Mark McGuire, are converted to testosterone and thus believed more safe or natural. Well, they also get converted to estrogens, which is why there were all those joking cartoons of M.M. in D cups after this information was released--andro helps you build breasts as well as anything else.
4) If I recall, this stuff is bad for your liver. Then there were those reports of users getting hyper aggressive on them. I'll check on this and other stuff when i have time.
Steroids are dumb. Go eat some egg whites and work out if you want to get big. Strength IS an asset in grappling--but, remember that Gracie weighed only 165 when he took that string of UFC titles.