This is a decision that all gym goers must make. This is highly personal question that only the person themselves can answer. In my honest opinion i would say that training natural is the best way to go for the majority of people.
Too many people jump into taking steroids before even having a diet worthy of using them. The truth being told is that most recreational steroid users are not in the position to be using these powerful hormones.
Diet, training, rest, and consistency must be as close as perfect as possible before someone should decide to cycle. What we are seeing is people using steroids which papers over the cracks of there sub-par diet etc.
I have personally never taken any steroids but this may change in the future. I do think about cycling most days but i always talk myself out of it because i am nowhere ready for them. I can get much stronger and grow so much more naturally.
Without being big headed i would say that my physique is better than many steroid users in my local gym. If you commit yourself properly you can achieve great things naturally.
Here is a video of the great Rich Piana discussing the issue which i would like to share with you guys.