Indeed, catching the dealer is a different kettle of fish for any sports. You find that after many years of competing under supposedly strict testing protocols, eventually, perhaps due to a media leak, athletes can get caught, and it is revealed that they have been cheating the system for years. And you'd bet your bottom dollar the majority of the competition were too.
More to the point, regarding tennis, it would seem that the players have every chance to be more ahead of the testing than in most sports. As an example, Federer didn't receive an out of competition test during the entirety of 2006 and 2007. It certainly wouldn't take drug concocting genius to avoid detection in that scenario. Interestingly, it is unknown whether or not Federer missed tests within that period, as the ITF doesn't publish such information, other than leaking them in their 2009 statistics before covering their tracks.
When you notice things like the fact that no out of competition blood tests were conducted by the ITF during 2005, 2008 and 2009 it shows some worryingly large holes in the testing program, which one could be ahead of with minimal know-how. Of course there is always a risk of getting busted depending on what PEDs you're using, as players do get caught (usually journeymen who no one is particularly interested in and could well get their gear in a more detectable form) but the more risk the better right? There are some obvious, powerful PEDs out there that aren't even being looked for.