I suspect (based on no evidence than sports people’s natural competitiveness) that many footballers have taken peds, and still are, including Man Utd players, but obviously do so in a way to avoid testing positively.
I’m also sure the stigma is attached to getting caught, and being foolish enough with your methods that it results in that.
This is a pretty popular and commonly aknowledged "fact". It's probably true for American sports where there has been scandals in both College and professional levels. With regards to European football I think it's less common than one might think.
Primarily because getting banned taking a steroid is most likely a 4 year ban in CAS. Essentially, if the player is found guilty the club will absolutely go after the player for his contracted sell-on value. That is not a speculation either, there is established precedent.
The case of Chelsa v. Adrain Mutu in 2004 saw Mutu being sacked by Chelsea after receiving "only" a 9 month ban from all sports. Chelsea sought damages from Mutu and was awarded £15.2m in damages. Mutu was purchased from Parma in 2003 for £15.8m. Mutu appealed to both CAS in 2009 and the ECHR in 2010 citing CAS being impartial. Both the CAS and ECHR upheld the FIFA ruling. Mutu still owes Chelsea £15.2m pounds to this day.
The established precedent applies to playes that have been bought into the club. For home grown players there would have to be new rulings established, but at the very least the player risks a 4 year ban and enormous financial loss.
The risk v reward is just not anywhere near worth it. It still happens I'm sure, but it's insanely foolhardy.