Common percentage wise based on the number of people who order gear and have it delivered to them? No, most get away with it. But people get arrested for personal use through controlled delivery far more often than most steroid users want to admit. It's uncomfortable to admit.
The most common reason to be arrested in a case like you mentioned is if you're suspected of selling any gear. I've seen a few guys over the years actually get in trouble for selling a few bottles of testosterone. In other cases, LE will arrest you because they are going to want to use the individual to get to the supplier. In this case, the guy arrested essentially becomes bait. He'll be told his life will be ruined if he doesn't help them. They will threaten everything under the sun and most break. Everyone says they'd never break but almost everyone breaks.
Here's an excerpt from the website for Rick Collins steroid attorney. The site has recently been updated.
Small-time arrests for personal possession do still occur. Sometimes these arrests arise out of car stops for traffic violations and the steroids are found during a search of the car. Car searches are frequent at border crossings, where law enforcement authorities searching for drugs are less restricted by Fourth Amendment constraints. [I recently successfully defended two steroid cases in which my clients' cars were stopped and thoroughly searched at U.S. land borders (New York/Canada and Texas/Mexico).]
However, the fastest-growing way of getting busted for personal steroid use is by ordering them over the Internet to receive them in the mail. I have been consulted or retained on hundreds of cases of this type. Those who order mail-order steroids run the risk that the delivery can be intercepted by U.S. Customs or postal authorities, precipitating an investigation and potentially an arrest. Many otherwise law-abiding mature adults have been arrested based on their receipt of anabolics through the mail. Many others were contacted by government agents who confiscated the steroid delivery but did not make an arrest. There is little uniformity in the way these cases are handled across the country, although regionaloverall mail volume seems to be a factor. U.S. Customs agents in metropolitan New York, for example, might handle a personal use amount very differently than Customs agents in rural Alabama.
While the vast majority of users (recently estimated as high as 6 million Americans!) probably don’t get caught, you could be one of the unlucky few. Since the enactment of the federal Anabolic Steroid Control Act of 1990, expanded by Congress in 2004, steroids are in the same legal class — Schedule III — as barbiturates, LSD precursors, veterinary tranquilizers like ketamine and narcotic painkillers like Vicodin [a new Senate bill would further expand the definition of an “anabolic steroid”]. Simple unlawful possession is a federal offense punishable by up to one year in prison and/or a minimum fine of $1,000 for a first offense (most states have added anabolic steroids to their schedules of controlled substances). Even if a jail sentence is ultimately avoided, the consequences of an arrest alone include being handcuffed, fingerprinted, and hauled before a judge for arraignment in open court. There will likely be legal expenses and even forfeiture of seized assets. A criminal conviction may prevent or interfere with employment opportunities in many fields such as law enforcement, and members of certain professions involving licensing (physicians, lawyers, dentists, pharmacists, teachers, nurses, cosmetologists, public accountants, architects, auctioneers, barbers, and licensed counselors, just to name a few) can expect a conviction to be reported to their state licensing authority, placing current employment in jeopardy. A drug conviction can suspend a person’s driver’s license (it’s mandatory in some jurisdictions) and be a bar to the ability to own a firearm. Unquestionably, the assistance of experienced legal counsel is your best defense against these potential consequences.
SteroidLaw.com: Arrested? | Steroidlaw.com