I think you’d be a bit insane to take steroids and EPO but small doses of human growth hormone, taken under medical supervision, seem like a pretty good idea to me (provided that you are not competing in any competitive sports). Apparently it even improves your eyesight.
http://www.iaaf.org/antidoping/news/Kind=2/newsId=23876.html
I found this link at http://www.kottke.org/ which is a pretty interesting blog maintained on a full time basis by an American, Jason Kottke.