To compare time to a virologic failure (first of 2 consecutive plasma HIV RNA levels greater than or equal to 200 copies/ml at or after Week 24) of each 4-drug regimen vs the 3-drug regimen. To determine the safety, tolerance, and virologic benefits of either nelfinavir (NFV) or efavirenz (EFV) with indinavir/lamivudine/zidovudine (IDV/3TC/ZDV) vs IDV/3TC/ZDV alone, in the treatment of patients with advanced HIV disease who have received limited or no prior antiretroviral therapy.