> You'd get jail time in the US
This is Korea, but regarding the US:
> for selling steroids
Not if you're a doctor or if the steroids you sell aren't scheduled. There are plenty of legal methods for obtaining steroids. Even for performance enhancement reasons. The laws at play here are only concerned with illegal distribution and possession.
> making devices for cheating at casino games
This appears false: http://www.blackjackcomputers.com/ My guess would be that you only get into legal trouble if you actively tamper with gambling machines.
> or fixing the outcome of sporting events
What about the WWF? I would imagine any laws have to do with the application of gambling regulations and not the sport itself.