- Nutritional supplements. This means things like protein powder, vitamins, fish oil, or creatine powder. All legal and mostly derived from food (or at least present in stuff you'd normally eat).
- Anabolic steroids. Highly effective, highly risky, highly illegal.
- Pre-worked supplements. This is where everybody walks the line. For some reason, these don't get much attention from the FDA or anybody else, so there's a lot of incentive to get creative with your ingredients. The idea here is that you take these to give you a bunch of energy before you lift, which can be especially important if you're trying to lose weight while lifting.
The basic formula for pre-workouts is sugar and caffeine, which is pretty effective. Unfortunately, that's also easy to replicate with a cup of a coffee and a banana. If you throw amphetamines (or similar) in there, they become much more effective. If you read places like bodybuilding.com or the body-building-oriented subreddits, you'll see people talk about the "old" versions of a bunch of supplements. The reason the "old" versions were banned is universally because they contained some sort of illegal substance that your mom would probably refer to incorrectly as "meth".