i eat cheese all the time. it depends on your body type. i don't get fat so i can eat what i want. if you are worried about gaining fat then you should watch the cheese unless it is fat free.
If you are interested in eating clean, cheese is very fatty. Its got protein though, so its ok if you are bulking. I am pretty sure that there are no conflicts beween cheese and any AS though, hes probably thinking about cheese and some anti-depressants, which don't mix.