To evaluate and compare 3 anti-pneumocystis regimens plus zidovudine (AZT) in persons with advanced HIV disease and T4 cell count < 200 cells/mm3. To establish the range of pentamidine (PEN) deposition in AIDS patients participating in ACTG 021 and ACTG 081. To identify factors (breathing pattern, pulmonary function) that may be important in affecting the actual dose delivered to a given patient.