I personally think that the only way you should train is supplement free, apart from whey protein and a diet filled with healthy foods. I personally think that if you are going to use steroids, why don't you just cheat at everything else in life? It is much more beneficial to your health to have naturally attained muscle mass and is so much more pleasing to be able to say that your results were from hard work, good nutrition and self discipline than from a syringe.
Learn how to:
train correctly, train enough, but not too much. Find good resources on how to do the correct form for the lifts you plan on doing, and on how to set up a training schedule. Start off slow and do not do anything that you are absolutely sure you know that you are doing it right. I personally think that unless you are advanced anymore than 4 times of weight training a week is counterproductive and puts you in danger of overtraining. Any less than two from what I have heard may just maintain or slow muscular degeneration.
eat 4-6 moderate sized meals a day that are balanced on the macronutrient level. More meals = less hungry, more even spread of nutrients throughout the day.
Good guideline for protein/fat/carb intake =
.6 -.9g protein per pound of weight, unless you are very overweight
Have lean, complete proteins like chicken, turkey, roast beef, salmon, milk, dairy. Protein from other sources is commonly incomplete protein meaning that it is missing some of the 20 amino acids in it. So to get the full benefit, you would ahve to combine certain foods that are missing different amino acids to make up for it. If you are a vegetarian, this is how you should get your protein.
my personal opinion based on some figures of 25-30% (one of which from danmirage) dietary intake from fat
the rest of your calories should be from high quality complex carbohydrates such as:
potatoes
whole wheat or multi-grain pasta
whole wheat or multi-grain rice
whole wheat or multi-grain bread (minimally processed, and have more food like rice or pasta than bread)
oatmeal
whole wheat or multi-grain cereal (avoid processed kinds, or at least ones that are highly processed)
flaxseed meal
beans
nuts
vegetables
not a complex carb but, fruits (limit if you are trying to gain weight or stay very lean)
Avoid or highly limit:
foods with soybean, sunflower, safflower or corn oil.
sugar. Most foods have sugar in them already, even if the manufacturer hasn't added any extra. Most packaged foods have some sugar added.
So if you think because you don't actually get a funnel and eat pure cane sugar or eat sugar coated chocolate cereal balls for breakfast you do not get much sugar think again.
Alcohol. I don't drink the stuff, but it is a worthless source of calories. Totally worthless.
Processed foods. Always opt for minimally processed or whole foods. Whole foods would be foods that are in their basic form like potatoes. You go out into a field and pick up a potato, you can (probably) eat it right after you clean it.
If you must, have a
small meal once a week of whatever junk you choose. Personally I have about 200 calories a week of ice cream or a candy bar, and
never on lifting days. Sodas are too bad for health in my opinion to ever have them. I stopped drinking them and my heart rate dropped about 10 bpm

.
If you want you can put flaxseed meal in some of your foods to get those omega 3 fatty acids so many of us do not have. Many studies show that having a more balanced omega 6 fat (fat in beef, poultry, eggs, grains, pretty much everything we eat (I am a U.S. citizen)) to omega 3 fat (fish, flaxseed, walnuts) ratio is great for a variety of ailments and even helpful in reducing your cholesterol, risk of heart disease, etc.
A good bit of what I know comes from danmirage (thanks Dan) and most of the rest is from other sources (for instance, New Rules of Lifting). Some things I believe from experience (although I have put very little to none of that info in this post).