Testing for illicit drug use is always a urine test as far as I know. I’m still in the office finishing up and pulled out the lab manual to confirm, and all the “Drugs of abuse” tests listed that could be ordered were urine. They test for metabolites substances that drugs are turned into as the body processes them
Blood tests are sometimes to measure levels of therapeutic drugs – for example, if an epileptic has been having seizures, one of the first things his care provider will do is check blood levels of his anti-seizure medication to see if he’s been taking the med and to help decide if they need to increase the dose. Some hormones can also be measured with blood tests – in my practice, I sometimes need to check levels of progesterone, estradiol, prolactin, testosterone or FSH. Some practitoners prefer saliva tests for measurment of hormones.
I don’t know the preferred way to check for steroids.