When I was in Beijing I had to get some minocyclin from a legit pharmacy... considering how cheap most things are over there, the antibiotics were not that good a deal. Didn't check about steroids though. Also in China the people keep a close eye on foreigners. There are tons of 18 year old army thugs all over, and they can be a real pain in the ass. You can bribe them on some matters, but it is not like Mexico where the cops are pretty much free-lancers.
If you are going through HK customs is also very strict. The guards there carry MP5 machine guns....LOL