Here is an approximation of an answer to "For what finite groups is Aut(G) simple?"
As Daniel Miller mentioned, Inn(G) is a normal subgroup of Aut(G), so for Aut(G) to be simple either Inn(G) = 1, in which case G is abelian, or Inn(G) = Aut(G) is simple. The former case should be somewhat easy to handle assuming G is finite. In the latter case, we have that G/Z(G) is simple. If G is also perfect, then G is called quasi-simple. Of course, G need not be perfect as G ≅ A5 × 2 shows. However, I believe this is the only obstruction, so ignoring a possible cyclic direct factor of order 2, G/Z(G) is simple, and G is quasi-simple. The finite quasi-simple groups and their automorphism groups are classified, but the classification is a bit long. For a fixed simple group, X = G/Z(G), there are only finitely many isomorphism classes of quasi-simple groups D such that D/Z(D) = X. In fact there is a unique largest one called the Schur cover, that I'll call D. If Z(D) is cyclic, then in fact Aut(G) = Aut(X) = Aut(D) does not pay any attention to the center. So all we need to do is find all X with Aut(X) = X [and each one works], and all X with Z(D) non-cyclic [and check which ones work].
Having done most, but not all, of that, I thought it might help to record the basic result:
If G = H×T where T=1 if H is abelian and T is cyclic of order dividing 2 otherwise, and where H is on the following list, then Aut(G) is simple:
- cyclic of order 3, 4, or 6
- elementary abelian of order 2n for n ≥ 3
- M11, 2.Sz(8), J1, 2.Sp(6,2), M23, M24, Ru, 2.Ru, Co3, Co2, Ly, Th, Fi23, Co1, 2.Co1, J4, B, 2.B, E7(2), M
- Ω(2n+1,2) for n ≥ 3
- Sp(2n,2) for n ≥ 3
- E8(p) for any prime p
- F4(p) for any prime p
- G2(p) for any prime p ≥ 5
Additionally if Aut(G) is simple, then G = H×T as above, except possibly H/Z(H) is on the following list:
- L3(4), U4(3), U6(2), 2E6(2)
- Ω+(4n,q) for certain q
These are groups with non-cyclic multiplier other than Sz(8) [definitely an example] and Ω+(8,2) [not an example]. The Ω+(4n,q) case should be mostly easy, as there are too many automorphisms to kill. The others would be easy in an ideal world, but as far as I know our computational knowledge of these groups is limited and/or flawed. Of course, I also need to check the abelian case carefully, but I think 3,4,6 and 2^n are the only abelian examples.
It would make another good answer: For what torsion abelian groups G is Aut(G) simple? This would handle the abelian groups here, as well as some of the original poster's interest, without delving into the nastier aspects of abelian groups.
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