It is best to prune after spring bloom if needed. Try to do as little pruning as possible after mid-summer since next year's buds are beginning to form. The lacebug seems to be the azalea's archenemy. Watch leaves for the first sign of azalea lacebugs, and treat early with a recommended insecticide. I am seeing some at my house already.
Azaleas are as much a part of the South as okra or fried chicken.
I would find it difficult to live without them. Recommendations on this web site do not endorse any commercial products or trade names.