Somehow this question will often bring conflicting opinions, and strong ones :)

I prefer drip irrigation. Water isn't free even here, and less is lost to evaporation. If you don't have drip irrigation or the oozing type soaker hoses and are using overhead sprinklers, avoid evening waterings to allow the foliage to dry before night.

Normally they should not have to be watered escept to get established and again if they show signs of stress.Certainly drip irrigation is ideal, but watering at the base of the plant works well.

I just visited some of the biggest and best rhododendron and azalea operations in the US: Greer and Van Veen in Oregon, Rare Find in New Jersey, and Sonoma Horticultural Nursery in California. They all use sprinkler or mist irrigation. In their case, a good looking healthy plant is money in the bank. Sure, drip or soakers are nice, but not necessary. As waplummer says, don't irrigate unless they need it. To much water is bad and causes root rot. Irrigation is sometime more needed in the winter except in the Mediterranean climates on the west coast of the US and in Europe.