There are lots of substances that are banned and easy to detect. There are also many that are banned and rather more difficult to detect. Add to these the masking agents, and it is either foolish/unlucky to get caught (delete as appropriate).
Of course, in the event one is about to get caught and banned from the game for life, one could simply avoid having a drugs test in the first place and cop a less severe ban for this offence.
Then, there are the "experimental" treatments that many top sports doctors have been playing along with that are not yet banned, or even not known about by those doing the testing.
It is public knowledge that both the rags and Chelsea have, at least in the past, made use of at least one such experimental treatment that is currently banned in the US and Canada, but totally legal in the EU.
It's very difficult for anyone to take anti-doping seriously if the laws are so easily bent, and so bendable that it is almost impossible to break them.