AIDS and STD Related Collections
Blair Henshaw Collection - The earliest online collection of AIDS stamps. Unfortunately, this collection contains several errors in it, although this may be due to the lack of specialized knowledge from the librarians that maintain the collection rather than Henshaw himself.
AIDS Posters - A very cool collection of posters about AIDS. Some of these designs are so well done they really should be on stamps.
Ailments of Venus Revisted - An very large award-winning exhibit of syphillus, gonorrhea, and AIDS on stamps. (The link leads directly to the start of the section on AIDS).
AIDS Postcards in India - An article about the official pre-printed postcards about AIDS in India as of 2005 or so.
French AIDS Philately Blog - A blog about AIDS on French stamps, postcards, envelopes, cancellations, etc.
Good places to buy stamps
Ebay - The world's largest auction site has dozens of auctions of stamps about AIDS at any given time. Some great deals are to be had on stamps if you look carefully. One must use some caution though, as there are counterfeit stamps on there as well.
Delcampe - Outside Ebay, arguably the single-largest auction site of stamps about AIDS. Great place to find related materials such as postcards, telephone cards, and First Day Covers about AIDS. (Full disclosure: I joined as an affiliate so I receive a small amount of money each time someone clicks on this link, joins Delcampe, then buys or sells something. That being said, it's still a great website.)
Herrick Stamps - Another source of stamps about AIDS (look under "medicine"). This site, unfortunately, has few pictures of the stamps in question.
Philatelic Supplies UK - Another stamp site with many stamps about AIDS. This site has an excellent list of stamps, but only provides a listing of AIDS stamps as part of a greater listing of medical stamps. It has no pictures of the stamps themselves, so know what you want before you buy from here. (This site makes an excellent reference guide to look for pictures of his listings.)
Neofila - A very good site for former USSR and Yugoslovia countries.
Shout Outs
I want to thank the staff of these websites for their assistance in identifying AIDS stamps.
United Nations Philatelists Topical Listings - Thanks to Bill for helping me track down the elusive Lesotho 2001 stamp. This site, while not the most user-friendly, is an excellent source of information about UN-related AIDS stamps (World AIDS Day, World Health Day, UN releases, etc.)
Space Covers - Thanks to Joe for his help with the local posts page. Although not his specialty, he was kind enough to do some research for me and the page would not exist without his efforts. If you're in the market for stamp covers with an astronomy or space exploration theme, this is definitely the place to check out.
Related Collection Websites
These aren't AIDS-related, but they may be of interest.
Malaria Stamps - An excellent collection and informational website for users that enjoy collecting stamps about malaria.
Other
Glossary of Philatelic Terms - Nearly 300 philately terms defined for collectors