Each person's body is different, and hormone conversion and effectiveness will depend on the amount of converting enzymes, receptor sites, sex hormone binding globulin for transport of the hormone around the body, and elimination via detoxification routes, e.g. the liver, so different people will respond differently to different "inputs." Simply raising cholesterol may work for some people, while certain precursors may be more effective for others. Some people may need the target hormone though.

Pregnenolone, progesterone, and dhea are the only hormones / precursors available over the counter (though there is a whole industry built around their analogs, see "high tech pharmaceuticals" for example). I think the commercially available "progesterone" derives from some plant, like papaya or something, so I'm not sure it's really progesterone per se.