Testosterone can be administered parenterally , but it has more irregular prolonged absorption time and greater activity in muscle in enanthate , undecanoate , or cypionate ester form. These derivatives are hydrolyzed to release free testosterone at the site of injection; absorption rate (and thus injection schedule) varies among different esters, but medical injections are normally done anywhere between semi-weekly to once every 12 weeks. A more frequent schedule may be desirable in order to maintain a more constant level of hormone in the system.  Injectable steroids are typically administered into the muscle, not into the vein, to avoid sudden changes in the amount of the drug in the bloodstream. In addition, because estered testosterone is dissolved in oil, intravenous injection has the potential to cause a dangerous embolism (clot) in the bloodstream.
Finally, the life of a steroid-user is not as glamorous as it seems. Steroids are expensive and illegal. They can do jail time if caught, and there are a lot of ancillary drugs and supplements that must also be taken to minimize the damage to their organs or to keep certain hormones in normal ranges (ex: Nolvadex). Their bloodwork (hematocrit, cholesterol profile, etc.) and blood pressure is often atrocious. They battle with sleep apnea and fluctuating moods and sex-drives, and many have trouble performing simple daily task such as wiping their butts or washing their backs. Last, their caloric intake is much higher (and expensive), and it becomes a chore to meet calorie and protein requirements day in and day out. The grass is not always greener on the other side.