First, I want to make a distinction between a rights a person has as a private citizen and the rights they have when they voluntarily join an organization. In the case of a sporting organization such as say the NBA, IFBB, Football Boxing, MLB they can, for the most part, make any rules they want and the rules they make are purely arbitrary. They could easily declare 4 strikes or 2 strikes for baseball, 75 yards or 125 yards for a football field, 10 rounds or 25 rounds for boxing, etc. They can arbitrarily ban anything they want be it Coca Cola, caffeine, sweet potatoes or anabolic steroids. They can also require anything they want such as you have to wear a helmet, or shorts, or yellow shoes, not swear or make obscene gestures, etc. In that sense, an athlete has no rights other than the right to agree or disagree with the terms and rules and whether or not they choose to participate.
As a private citizen things are much different. We have a Constitution that is very specific as to the role of government. One of them is to protect people from each other not to protect you from yourself, i.e., the right to personal freedom. In such case, the question is not necessarily whether something is good or bad for you but rather who should decide. If someone wants to eat oat meal and whey protein for breakfast or ice cream and butter sticks it is clear what is better for you but who should decide, you or the government? Health care cost with go down tremendously if we required everyone to exercise and eat healthy. But are you willing to give up your personal freedom and have others tell and require you to do what is good for you? If someone wants to mutilate their bodies with body piercing and splitting their tongue to look like a lizard I think they're nuts but it shouldn't be my or anyone's else business as long as they aren't hurting or bothering anyone. If someone wants to drink beer and get plastered just to get away from it all for a while or smoke a fatty it's none of my business. I don't want LE busting into people'ss home and putting them in jail. If someone wants to use steroids to help with athletic performance or just look better it's their decision as long as they don't hurt or bother anyone.
To summarize, athletes have no "right" to use steroids or anything else if their organization prohibits it. A private citizen, if you believe in personal freedom, indeed has the right to use steroids or anything they want as long as it doesn't impede on the freedom of others.
* awaiting Moosejay's approval *