It all depends on what sport you're looking at. The two highest profile sports in relation to steroids are Baseball and Cycling, as they have the biggest scandals surrounding performance enhancing drugs. It's no secret that the NFL has a problem as well, but it doesn't receive the same publicity and scrutiny. Just look at Shawn Merriman getting (only) a 4-game suspension for violating the NFL's steroid policy, and still making the Pro Bowl.
Now look at the NHL. As surprising as some may find it, the NHL doesn't have a major steroid problem. After the NHL's lock-out, both the NHLPA and the owners pushed for and agreed on a performance-enhancing drug testing program as part of the new collective bargaining agreement. In the last two seasons, the NHL has executed over 3,000 random drug tests, and a total of one player (Sean Hill) has tested positive for performance-enhancing drugs. One.
Before the lock-out, the NHL had no official testing program, but hundreds of NHL players were tested at international events such as the Olympics, World Cup of Hockey, and World Championships. Not a single NHL player tested positive at those events (although two (Bryan Berard and Jose Theodore) did test positive before the 2006 Torino games, after the NHL's testing policy began). The NHL (and IIHL, which governs most international hockey) use the World Anti-Doping Agency's list of banned substances.
In the ever cloudier and scandal-wrought world of sports, the NHL has had a relatively clean record since the 2005 lock-out. No betting on NHL games, dog-fighting, or steroids there.
