Patients are stratified at baseline for prior use of MAC into 3 groups: no prophylaxis, prior azithromycin prophylaxis, and other MAC prophylaxis. Patients are randomized to receive azithromycin (Arm I) or matching placebo (Arm II) once weekly and are followed every 8 weeks until study closure or for 18 months (72 weeks) after the last patient is enrolled. Patients who develop a drop in CD4 count below 50 cells/mm3 on 2 measurements at least 4 weeks apart are offered open-label azithromycin. [AS PER AMENDMENT 06/24/98: Patients remain on open-label azithromycin regardless of subsequent CD4 counts.] [AS PER AMENDMENT 11/16/99: The phase of Version 1.0 or Version 2.0 in which patients receive blinded-study medication is now referred to as Step I. The phase of Version 1.0 or Version 2.0 in which patients receive open-label azithromycin is now referred to as Step 2. Patients not currently on open-label azithromycin provided by the study enter Step 3 and discontinue study drugs, but remain blinded to the original treatment and are followed at 16-week intervals until study closure which will occur in April 2002 (3 years following enrollment of the last study participant). Any patient who develops a drop in CD4 count below 50 cells/mm3 on 2 measurements at least 4 weeks apart is offered open-label azithromycin. Patients currently receiving open-label azithromycin and patients from Step 3 who are initiating open-label azithromycin enter Step 4.] Patients undergo regular clinical and laboratory evaluations that include physical examinations, CD4 counts, and viral load. [AS PER AMENDMENT 11/16/99: Patients undergo clinical and laboratory evaluations every 16 weeks for 160 weeks that include physical examinations, CD4 counts, and viral load as well as neuropsychologic and cardiovascular assessments.] [AS PER AMENDMENT 01/18/01: All patients enrolled in the study are followed until April 2002.] [AS PER AMENDMENT 03/18/02: All patients currently participating in ACTG 362 are invited to continue follow up for an additional 5 years. Patients not currently receiving open-label azithromycin enter Step 5. Patients currently receiving open-label azithromycin enter Step 6, and continue to receive open-label treatment throughout the study. Any patient who enters on Step 5 and develops a drop in CD4 below 50 cells/mm3 on 2 consecutive measurements at least 4 weeks apart is offered open-label azithromycin and enters Step 6. Patients are assessed for metabolic, cardiovascular, and neurologic complications and are evaluated for opportunistic infections, CD4 counts, and viral load. Study visits occur at 32-week intervals until study closure.]