Normally, your nipples will get sensitive. You will likely get a burning sensation, and soreness to them...and you can begin to feel a lump underneath, if left untreated.
You can take nolvadex, to bind the estrogen receptors in your breast tissue, so estradiol cant bind, and create gyno, or you can take arimidex, to lower circulation levels of estradiol.
If your not taking a steroid that does not aromatize, like a 19-nor (deca, tren) or a DHT derivative, like (stanazolol or masteron), then you need not worry.
However, 19-nors actively bind to the progesterone receptor. Deca has a 20% binding affinity, and tren is a strong binder, at 60%. But, most people do not get progesterone based gyno...but if your worried about this, winstrol has been shown to block progesterone based gyno symptoms, and there are other drugs as well, like dostinex (dont recommend this garbage, its prescribed use is for alzheimers).
Generally, the steroids that you need to worry about causing gyno are testosterone, and dianabol. But not everyone gets gyno, even when using high dosages of these drugs.
If you dont care about bloat, and dont have too much money, nolvadex is fine for you estrogen control. Otherwise, go with arimidex, and keep nolvadex on hand in case of emergencies.
What steroids are you planning to take, and at what dosages?