Sure you can...........
An HRT doc will never prescribe enough to be of much use to muscle building. 100mg a week or so of test is common for HRT. But if you have low test levels, it can be beneficial to your health.
Unfortunately, if you go the steriod route, you will be risking illegal activities and such penealties have increased over the last year, so getting busted would be no fun at all. We can't or won't give sources, but they are there if you look hard enough. As in everything, you have to weigh the benefits vs. the risks! Are there risks associated with your health with steriods? Yep. But they can be minimized if done correctly.