Many workups will be non diagnostic
Start with stool WBCs, cultures, Ova and Parasites x3, C. Dif toxin
Acid fast smear to assess for Cryptosporidium, Isospora, and Cyclospora
CD4<100 - Microsporidium more likely, test with Trichrome staining
Blood cultures with fungal/acid fast if disseminated disease a concern
Endoscopy
Indicated if workup is negative and severely immunocompromised
Small bowel biopsy to look for MAC, lymphoma, or Microsporidiosis
Guaiac positive stools and weight loss: consider Kaposi Sarcoma of bowel, diagnosis with colonoscopy
Imaging
Generally not helpful, but could be indicated if severe tenderness, peritonitis, concern for biliary pathology, obstructing lesions.
Indicated if workup is negative and severely immunocompromised
Small bowel biopsy to look for MAC, lymphoma, or Microsporidiosis
Guaiac positive stools and weight loss: consider Kaposi Sarcoma of bowel, diagnosis with colonoscopy
Generally not helpful, but could be indicated if severe tenderness, peritonitis, concern for biliary pathology, obstructing lesions.
HIV diarrhea
Consider routine pathogens causing Diarrhea
CMV colitis
Viruses 
Traveler's diarrhea
Bacteria 
Acute gastroenteritis 
Protozoa 