I'd leave it to the autumn, most azaleas are now in flower followed by a growing period where next year's blooms are formed. As has been suggested, after the summer but before the first frosts. They like an acid soil. They are shallow rooted so don't let them get short of water when it's really hot, (if it ever is this year).
Our garden is full of azaleas.

http://img210.imageshack.us/img210/7594/p1040191o.jpg

http://img15.imageshack.us/img15/8761/p1040192m.jpg

http://img135.imageshack.us/img135/8065/p1040187z.jpg