quote: "Even WADA can't tell you what substances not to use when you are cycling/running/doing-whatever on your own free time."

This is incorrect. In both track-and-field and cycling there are extensive out-of-competition tests, the purpose of which is exactly that. This is because performance-enhancing drugs are often more beneficial in training than in competition.

http://www.faqs.org/sports-science/Mo-Pl/Out-of-Competition-...