Sex workers need HIV-prevention methods they can control and incorporate easily in their work. We studied the acceptability of three methods: HIV self-test use with clients, oral pre-exposure prophylaxis (PrEP), and rectal microbicide gel. Four male and eight transgender female (TGF) sex workers in Puerto Rico completed a baseline survey with a quantitative measure of likelihood of use. From them, one male and four TGF also completed a 12-week study of rectal microbicide placebo gel use prior to receptive anal intercourse with male clients and evaluated via qualitative in-depth interviews and follow-up quantitative assessments how each method could be incorporated into their work. Most were interested in a rectal microbicide gel and able to use it covertly with clients. Challenges to using the HIV self-test with clients included the potential for both breach of confidentiality and confronting violent situations. Participants also expressed interest in oral PrEP, but raised concerns about side effects.