Around here many of us tend to think of Azaleas as a feature primarily of Southern gardens.  Maybe that's because Azaleas are so closely associated with the Masters Golf Tournament (which is played just sixty miles from our Greenwood, South Carolina home), or it could be that many Southerners occasionally assume that anything that they really like must come from the South.  Either way, one thing that I can tell you for sure is that hardy Azaleas are becoming a more and more popular choice outside of the Deep South, and for good reason.  They're the perfect low-maintenance flowering shrub for just about any part-shade area that isn't exposed to harsh winds.  They flower heavily for weeks, usually only need one deep watering a week in drought, and require no pruning to flower.  Many are evergreen, and some, such as the Azalea 'Golden Lights,' thrive all the way to zone 4.

Plant your Azalea bushes shallow.  Their root structures are shallow, and they won't do well too deep.  A good rule of thumb is to just plant them to the same depth as the nursery had them.  They like loose, well-drained soil, so if you're planting them in clay or hard-pack, dig some of that up and add compost, peat, or sand to the soil.  Because the roots are shallow, give them some room without competition. 
Azaleas prefer acidic soil, so if your soil is neutral or alkaline, you would do well to add a bit of sulfer to it to bring that pH up (you're looking for a little over 4.5).  Also, if you're planting them next to a lot of cement, keep an eye on your pH from time to time, as the cement breaking down can add lime to the soil.  Azaleas do best with mulch down to protect them from the cold in winter and to retain some moisture in the summer.  Around here pine straw is the most common mulch used with Azaleas.  It provides great protection, it's inexpensive, it looks natural, and it breaks down enough that it will usually do all the fertilizing that your Azalea bushes need.  You shouldn't need to prune your Azaleas except to shape it to your liking or if it happens to get a dead branch, but if you do prune it do so in the middle or late summer, after the shrub is done flowering.  July is probably best for most areas.  Do not prune later than the end of July unless you have to, as once the weather starts to cool the shrub starts producing its buds for next year's flowers.