Military policy is that the standard command sweeps we are all familiar with do not test for steroids. As LAM says, it is simply too expensive given the large amount of testing done by the military. HOWEVER, and this is a big however, if the CO suspects steroid abuse he can request a test and they will do it, but it has to be upon request. Steroid use is against regs and a UCMJ violation. It has too be because they are controlled substances. The reality in my experince is no one is going to care much, but you never know.
I see that the Air Force academy is now including steroid testing however -
http://msnbc.msn.com/id/5436985/
A quote from that article:
The Department of Defense requires officials at all military bases to randomly test 65 percent of the base population every year for a variety of drugs, from cocaine to ecstasy, said Betty Ann Mauger, a spokeswoman for the Air Force Surgeon General's Office. However, she said steroid tests are performed only at the request of commanders.
The academy operated under that policy until April, when the Cross-Functional Oversight Committee to the academy's Drug Demand Reduction Program recommended random steroid testing for the entire base.
So be careful TR