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spurgeonryan said:

I wonder or would like to know at what point in these players career that they started? I bet A-Rod was when the Pressure was on and he was traded to New York. Or has he already stated this?

It varies greatly.  Some, especially Latin American players, will start in the minor leagues because they feel they need an edge to get them to the major leagues.  A lot of players have said they started when another player introduced them to a source and started the "everyone's doing it" routine.

I think the most common situation, though, is when a player gets injured or worn down and they start worrying about their future.  They take it so they can stay strong for the entire season and bounce back faster.  That's why a lot of pitchers take it, especially.