You can get more than enough protein from eating regular food from the Food Guide Pyramid. Vitamins and mineral supplements give you more energy. Energy comes from carbohydrates, fats and proteins. Some vitamins help the body to use energy, but you get most vitamins naturally by eating healthy foods or by taking a daily multivitamin. Extra vitamins do not help performance and can be dangerous.
Sports drinks are the only fluids to quench or satisfy thirst when exercising.
However, sport drinks with juice can provide water and carbos during extra long or endurance exercise. Steroids help to increase muscle mass and body strength. Steroid supplements can cause liver damage, acne, excess hair growth, and other health risks. Professional sports organizations and medical associations have banned steroid supplements because of the health risks. Weight lost during exercise is mostly water, not fat.