Since doping was not illegal in sport until the 1920s athletes could use any substance they felt gave them a boost without being sanctioned. In 1928 that changed a bit when the IAAF became the first international sport federation to ban doping. No tests were performed, so the introduction really didn't have any effect.
Testing for doping first started in 1966 by the International Cycling Union (UCI) and the International Soccer Federation (FIFA). The year to follow the International Olympic Committee (IOC) published the first list of prohibited substances, a list which is now governed by the World Anti-Doping Agency (WADA).
In the Anti-Doping Database we have, as of today, more than 930 cases involving doping in cycling.

From strychnine ...
In the early years of doping the most commonly used substances were stryhnine, cocaine and alcohol. Later amphetamine became quite popular, and now EPO and substances which enhances oxygen transportation is the most popular.
Strychnine is a defined as a stimulant in the WADA prohibited substance list. It is believed to tighten tired muscles and thus helping the athlete to perform better.
In 1929 Charles Pélissier told Le Petit Parisien journalist Albert Londres he and his brother Henri Pélissiers was using strychnine during their Tour de France five years earlier.
Strychnine is very rarely being used in cycling these days. The last cases the Anti-Doping Database has registered are from 2006 and 2008. Michael Lange from the USA is the last cyclist to test positive for this substance back in 2008. He was suspended for two years. Probably the most famous user of this substance is Thomas Hicks. The american won gold medal at the 1904 Olympic Marathon after getting injected with the substance during the race.
In other sports strychnine is still being used, but very rarely. In 2012 we registered three cases involving this substance. Two of the athletes were boxers while the last one was an Indian track and field athlete.

... to EPO
While strychnine was the substance of choice in the early days, Erythropoietin (EPO) or similar substances which increase red-cell production and thus enhances the athletes performance, is the substance to use today.
The first traces of EPO use in cycling were seen in the the end of 1990s. There were how ever indicators of use in the beginning of the decade. In an article the late wife of Dutch rider Johannes Draaijer, says that her husband died from using EPO. Draiijer died in his sleep of a heart blockage on February 27 in 1990. It was one of seven Dutch riders to die from the same causes that year.
In 1998 it became quite obvious riders were using some sort of oxygen enhancing drugs. During the Tour de France that year custom officials in Neuville-en-Ferrain in northern France stops the car of team masseur for the Festina team Willy Voet. In the car he had prohibited substances, among these EPO. Nine of the riders on the team were tested for doping, and the team was banned from the race. Richard Virenque admitted later he had been using doping. Pascal Herve tested positive for EPO in 2001 in Giro d'Italia.
In cycling 30% (170 cases) of the total number of cases in cycling involves this substance. It also tops the statistics for substances in cycling. In Track and Field however, only 9% - 104 cases - involved EPO.