Biomolecules such as antibodies, nucleic acids or peptides can usually be labelled with fluorophores, but sterols and glycosides are too small to be labelled that way without affecting their properties. May be you can think to label them with heavy atoms (or methylation) and follow their fate by HPLC-MS.
for your feedback. I agree with you that these molecules are quite small but simultaneous I know that it is possible to label these with 35S but I believe it is important to label with non-radioactive, because I would love to see translocation in living cells and simultaneous analyze with confocal microscopy. It must be some way to label sterols or glycosides (maybe with Streptoavidine).
I tend to agree with Massimo, even if you could label them fluorescently the bulky fluorophore (compared to the original molecule size) is very likely to dramatically change the original molecule properties and interactions. This said, some glucosides are naturally fluorescent, for example "Aesculin". see also:
you just label them with fluorescent labeled fatty acid (invitrogen) by feeding to the system like radioactive labeled fatty acid ( good with yeast system put in ypd media, broth) ,,,,, for 12h and just isolate lipid from cell and run tlc and see in UV (for sterols)
Nitroxyl (for EPR detection) and fluorine labelling (19F tomography) are possible solutions. Nitroxil radicals are available in small molecular fragments, so it allow to effect on distribution in tolerable order. Fluorine atom is close to oxygen by size so placed in right position, it not influence on distribution, but can be detected in most of tissues.