HGH is synthetic human growth hormone. It essentially mimics the pituitary function of the brain and promotes muscle and bone growth/strengthening. It has a host of other less important but positive effects. The side effects are unclear but there's empirical evidence in some cases of unwanted organ and bone growth but I suspect these are either rare or only present in cases of extreme abuse (bodybuilders). The upside is HGH comes free of the androgenic side effects of anabolics (bitch tits, acne, shrunk balls, destroyed sex drive). It should be noted that HGH is crazy expensive.
TRT and Anabolic steroids are essentially the same, only TRT's goal is maintain a young man's testosterone level whereas AS use is rarely in pursuit of such a simple goal. There's a large host of Anabolic steroids that each have their own effects (some just add bloat/mass, others add very little mass but increase energy/strength, etc). They universally will improve muscle anabolism (muscle synthesis) which is useful to gain mass, build strength, and repair damage. Different steroids can produce different results with varying levels of side effects (generally the less side effects, the more expensive the steroid) ... but by and large the short term side effects can be mitigated (no studies have ever been done on the long term side effects of AS, everything you hear in either direction is pure rhetoric/hearsay).
Steroids were completely legal in the US until 1990 as a reaction to Ben Johnson's 1988 100m win (among other unrelated things, but this was the big one). They still are legal in the majority of countries in the world (you can buy them at a pharmacy in mexico). Whether there's long term health negative or positive health effects of responsible steroid use is scientifically unknown. Anyone who says otherwise is simply positing an opinion.
Anyone you see on TV, in a movie, or in person who looks "too big" is essentially on AS of some kind. IF you want to see how big a human can get all naturally then go look at pictures of record-holding, drug-tested all natural bodybuilders. They are still big, but much smaller than many of the people you will find even in your local meathead gym. Honestly some of the physiques you will find even in hollywood are the result of moderate/short term AS use.
Do some steroids give you speed and quickness a boxer and track athlete would want, and some steroids give you more muscle mass a bodybuilder would want, or is it the workout program you use that dictates how your body looks and less the actual PED?
both/all of the above. Different steroids are better for different things but ultimately they all require you to work out. Taking AS without working out simply makes you fat (since the universal side effect of all AS is an increase in hunger). Proper AS use requires an appropriate training regime to produce any useful results.
Strongmen are huge, but it's a very different kind of huge than a bodybuilder. Both use AS of varying types, both work out a whole lot, but since they train different their bodies respond differently.
