Step 1 (males and females): At entry, all patients are randomized to receive ZDV either orally or orally and intravenously (IV) on Days 7 and 8. Female patients begin the study (Day 0) between days 10-18 after the first day of their last menstrual period (LMP) (Cycle 1). At time of enrollment, female patients [AS PER AMENDMENT 11/13/00: who plan to participate in Step 2] choose the form of birth control instituted in Step 2: Depo-Provera or Ortho-Novum 1/35. Male patients may enter Step 1 at any time. Patients continue taking their other pre-study antiretroviral drugs during Step 1. [AS PER AMENDMENT 6/3/99: Patients taking nelfinavir may participate only in the Depo-Provera arm.] Days 0-6: All patients receive oral ZDV. Day 7: Patients are randomized to receive: