Early spring right before every tree begins to come out of dormancy. It will still be dormant and will take any hard pruning with less stress that time of year. Early spring is also the best time to do any repotting's as well, but in general it is better not to repot if any major pruning is taking place as doing both will result in twice the stress on your azalea.

Keep in mind though that general yearly maintenance pruning is usually done after the flowering season as pruning before hand will result in removing the branches that contain flower buds (as any given flower buds are generally formed the previous summer). In general though it is best to pinch off any flower buds that remain if hard pruning is taking place as the formation of flower buds and flowering cycle itself use up a lot of energy and you want as much energy as possible to be converted to being used toward healing and bouncing back from the hard pruning. It is also most beneficial to prevent flowering the following year after a hard pruning as well to help the azalea to rebuild some vigor.

Thanks for all the info, I really appreciate it.