It has been extremely difficult for me to memorize the Ant HIV medications. Maybe the mnemonic I use will help you.

Nucleoside analogues: ZZLSD : Zidovudine, Zalcitabine, Lamivudine, Stavudine and Didanosine
Non nucleoside analogues: (seems like they are named after 2 states- Delaware and Nevada)-Delavirdine and Nevirapine
Protease inhibitors : RINS : Ritonavir, Indinavir, Nelfinavir and Saquanavir

Side effects
AZT: Anemia, Asthenia, Granulocytopenia, Macrocytosis
DDI: (DD~PP): Pancreatitis & peripheral neuropathy
Stavudine: Peripheral neuropathy
Zalcitabine: peripheral neuropathy, Oral ulcers
Lamivudine: well tolerated

Delavirdine: Skin rash
Nevirapine : RASH

Protease inhibitors: As a class cause redistribution of fat in the cushingoid distribution (truncal obesity and thin arms and legs + buffalo hump)