Steroids have many different effects to the human body. Some are good and some are worse. from this website
http://www.drugfree.org/Portal/Drug_Guide/Steroids these are some of the side effects. Here are some effects to give you an advice on why not to take them.
"Reports indicate that use of anabolic steroids produces increases in lean muscle mass, strength, and ability to train longer and harder. Many health hazards of short-term effects are reversible. The major effects of anabolic steroid use include liver tumors, jaundice, fluid retention, and high blood pressure. Additional side effects include the following: for men shrinking of the testicles, reduced sperm count, infertility, baldness, development of breasts; for women growth of facial hair, changes in or cessation of the menstrual cycle, deepened voice; for adolescents growth halted prematurely through premature skeletal maturation and accelerated puberty changes. Researchers report that users may suffer from paranoid jealousy, extreme irritability, delusions, and impaired judgment stemming from feelings of invincibility."
As for long-term effects there has no big discovery of them yet. The other effects can damage your internal organs. Some may not be permenant, but can hurt you in the future. Some of these organs maybe your liver and kidney. You might also experience high blood pressure, stunted height, nausea, vomiting, diarrhea, bone pain, muscle cramps, and blood clotting.