Every thesis statement has three parts: a topic, a focus and an opinion. Your thesis is also dependent on what the assignment is and how long it is. I'm going to assume it's for a standard one to two page essay for the purpose of answering this question.
So, you have your topic: cheating in sports. Now, that's pretty broad--you can't cover all the cheating in all sports in one to two pages. You probably couldn't do it justice in 10 pages. So, you need to narrow your focus. Do you want to talk about cheating in a particular sport? Baseball? Basketball? The Olympics? Or maybe you want to talk about a particular type of cheating--throwing boxing matches on purpose or steriod use.
Let's say you decide you want to talk about baseball players and steroid use. Now you have a focus.
Last piece is your opinion. What do you think about baseball players and steriod use? If your answer is, "well, I don't care," you either need to find a new topic to write about or pretend to care for the sake of the assignment. Do you think performance enhancing drugs should be allowed? Have stricter penalties? Should records made by a player using performance enchancing drugs be wiped from the record?
Let's say you think the use of performance enhancing drugs and steriod have tarnished the game of baseball.
Now you have topic--cheating in sports; focus--baseball and steriod use; and opinion--they've ruined the game of baseball.
Put them together in a sentence, and bingo--thesis statement.
"The use of steriods and other performance-enhancing drugs by baseball players has ruined the game of baseball because using these substances is a form of cheating."