ichabod is right on as usual. One of the reasons AAS are not used more often in healthcare is the inability to be specific in targeting certain areas without effecting the whole system. Here is one study (I know I just did the post on useless studies) which shows the way SARMs are hopefully going to be developed:

Selective Modulation of Genomic and Nongenomic Androgen Responses by Androgen Receptor Ligands.

Lutz LB, Jamnongjit M, Yang WH, Jahani D, Gill A, Hammes SR.

Department of Internal Medicine, Division of Endocrinology and Metabolism, Department of Pharmacology, University of Texas Southwestern Medical Center at Dallas, 5323 Harry Hines Blvd., Dallas, Texas 75390-8857, USA.

Steroids can induce both transcription-dependent (genomic) and independent (nongenomic) signaling. Here, several classical androgen receptor ligands were tested for their ability to modulate genomic and nongenomic responses, focusing on the role of the oocyte-expressed Xenopus classical androgen receptor (XeAR) in mediating these processes. Cellular fractionation and immunohistochemistry revealed that the XeAR was located throughout oocytes, including within the plasma membrane. RNA interference and oocyte maturation studies suggested that androgen-induced maturation was mediated in part by the XeAR in a transcription-independent fashion, perhaps by altering G protein-mediated signaling. While inducing minimal transcription in oocytes, all AR ligands promoted significant XeAR-mediated transcription in CV1 cells. In contrast, only testosterone and androstenedione potently induced oocyte maturation, while dihydrotestosterone and R1881 actually inhibited testosterone and hCG-induced maturation and signaling. These results suggest that the nature of a steroid-induced signal (genomic vs. nongenomic) may depend on the type of target cell, the receptor location within cells, as well as the ligand itself. The identification of molecules capable of selectively altering genomic vs. nongenomic signaling may be useful in delineating the roles of these pathways in mediating androgen responses, and might lead to the development of novel compounds that specifically modulate these signals in vivo.

The reason you never get a good specific answer on AR receptors is because there still isn't a great knowledge of them and research is trying to catch up. Good thread and I will continue to try add what little bit of knowledge I can and hope others will as well.