This chapter discusses some of the lessons learned from the design and conduct of HIV treatment trials and observational studies. The social context of HIV is different from that in other disease areas, and the stigmatized nature of the individuals results in recruitment and retention challenges. Some important challenges faced by AIDS researchers were (1) learning the way to effectively include a large number of members of the affected community in the development of the research agenda, (2) enrolling minority and disenfranchised populations in research studies, (3) designing studies in the presence of a parallel track-a government-developed system that avails a treatment that is considered safe before it is licensed for sale, (4) appropriately using surrogate outcomes such as CD4+ cell count and HIV viral load, and a composite endpoint-AIDS-that included 20 or more opportunistic conditions of varying severity for evaluating different treatments, and (5) the time-limited efficacy of treatments because of antiretroviral resistance that results from inadequate adherence, use of regimens that are not potent, and infection with drug-resistant virus. The effectiveness of treatments is established by randomized trials, but different strategies of management are often needed to achieve levels of effectiveness in the trials. A common feature shared by pragmatic trials is the number of morbidity outcomes and mortality, which are used to evaluate the different treatment strategies as well as laboratory markers.