Sexual intercourse (vaginal and anal): Anal and vaginal intercourse are high-risk activities. In the penis, vagina and anus, HIV may enter through cuts and sores (many of which would be very small and hard to notice), or directly through the mucus membranes.
Oral sex (mouth-penis, mouth-vagina): There are cases where HIV was transmitted orally, so it's not completely without risk to have HIV-infected semen, vaginal fluid or blood in your mouth. However, oral sex is considered a low risk practice. The virus can't survive well in the mouth (in semen, vaginal fluid or blood), so the risk of HIV transmission through the mouth, throat and gums is lower than through vaginal or anal contact.
Sharing injection needles: Sharing needles or other materials used for injecting is considered a high-risk practice. Injection needles can pass blood directly from one person to another if you share them. If a person with HIV injects with a needle then shares it with another person, the second person is at very high risk for getting HIV.
Mother to Child: Transmission from mother to childe is now rare in developed countries because pregnant women who are HIV-positive are given medications to prevent the fetus from getting infected. However, it is possible for an HIV-infected mother to pass the virus directly before or during birth, or through breast milk. Breast milk contains HIV, and while small amounts of breast milk do not pose significant threat of infection to adults, it is a risk for infants.