I touched on this in the "cheap bloodwork" thread. I am a licensed agent for life and health (along with P&C) in Illinois.
My word of caution is to strongly avoid using insurance for bloodwork related to a steroid cycle. If you are not a user, and would like bloodwork done "just to see," by all means, use your doctor. In fact depending on your state, it might be a no-charge once a year if your state considers it part of the physical. (IIRC Illinois does not).
Now here is why to avoid it. As others here have alluded to, anything your insurance company has, they have access to. HIPAA will not stop this. If you blood results are skewed (say you bilirubin and ALT/AST is out of range) you might be labeled as a high risk (in this case for various liver diseases/failure). Now this isn't a huge issue if you are on a group plan, or even an individual you plan to maintain. The issue arises however if you ever have to switch insurance companies (Way more common than you may think). On an application for health insurance, you must answer various questions about health, including "Have you had any tests with abnormal results?" You can obviously see where I am going with this. Tell the truth, and you most likely will end up denied (the worst case), receive rate hikes (called premium adjustment, or being "rated"), or have related conditions as an exclusion on your health insurance (So assume your test results were trashed HDL/LDL, now they will exclude conditions related to the heart! Not Good!).
Some say you can just lie to them right? Not Quite. Insurance companies keep extensive records on clients (almost to the point of being sick) and much of this information is reported to the MIB, which is a database of information that can be shared between insurance companies for risk assessment. Lets assume it wasn't reported to the MIB, and they accept your lie. 2 years later you have a heart attack. This is where insurance companies are good at making money. They will investigate the hell out of you. They will turn up every rock until they find a reason they do not need to pay out that money, and you can bet your ass they will find a previously insurance paid for blood lab.
I know many will disagree with me, but I restate that you should avoid completely using insurance for your steroid related bloodwork. Keep it to private clinics (I used privatemdlabs).