No steroid ever GAVE me anything. I worked for every pound and worked at keeping every pound. Not just the physical work in the gym but the mental and educational work to learn about hormone supplementation, diet, physiological response, diet, muscle recovery, diet, post cycle treatment and recovery, nutritional needs, and did I mention diet. Steroids speed recovery, they don't give you anything. Faster recovery=more intense workouts more often=more growth, if you give your body the nutritional stuff it needs.
That being said your question is very general and you had to expect a general response. Check out the profiles and articles on this site for more info on each compound.
http://www.steroidsprofiles.com/
For me the answer is Testosterone, Testosterone, and Testosterone.