Obtaining samples of populations at risk for HIV challenges surveillance, prevention planning, and evaluation. Methods used include snowball sampling, time location sampling (TLS), and respondent-driven sampling (RDS). Few studies have made side-by-side comparisons to assess their relative advantages. We compared snowball, TLS, and RDS surveys of men who have sex with men (MSM) in Forteleza, Brazil, with a focus on the socio-economic status (SES) and risk behaviors of the samples to each other, to known AIDS cases and to the general population. RDS produced a sample with wider inclusion of lower SES than snowball sampling or TLS-a finding of health significance given the majority of AIDS cases reported among MSM in the state were low SES. RDS also achieved the sample size faster and at lower cost. For reasons of inclusion and cost-efficiency, RDS is the sampling methodology of choice for HIV surveillance of MSM in Fortaleza.