I would determine what type of tree you have so you can then determine if it is surface rooted or not. Most pine trees are not surface rooted so people like to plant azaleas near them. Needles falling on the azaleas create a hassle sometimes though.

You can also dig up small exploratory holes in the general area to see how many roots you encounter. The nurseries near you should be able to help determine what type of tree you have and help determine how old it is and how old it can get (ask for a Master Gardener or an expert in identifying pine trees). Show them height statistics, bark color, tree shape, needles' growth pattern, pine cones, etc. For more info, see below for a partial list:

http://www.treehelp.com/trees/pine/pine-types.asp

Make sure you can provide water in the chosen location, especially during the first year or two.

I grew several things, including a rhododendron and azalea, under an ancient massive limbed up (to allow light/sun on the ground below it) pine for many years. In my cool summer zone where its difficult not to grow azaleas and rhododendrons well :), while not ideal growing conditions, they did fine. Grew, slowly, and bloomed.

The soil will always be more dry there, not just the first year and you'll want to pay attention to that. Although I should add that my own pine had a south exposure so one of the drier places in my yard on its own. I think you'll find you will need to top dress with compost at least annually, and Spring and Fall may be better, keep a continuous supply of nutrients being returned to the soil, and will also help to conserve moisture while cooling the roots of the azaleas.

Surface roots shouldn't be an issue, take a shovel and look for planting pockets around the tree.

The perennials I chose for that area were many of the things that can often be a little wide spreading or aggressive for other garden soils without large tree competition - they behaved more subdued under the pine, so I know the tree was taking its share of water and nutrients as well as shedding some rainfall away from plantings directly under it.

The tree came down in an unusual wind storm (gusts of 100 mph+) in 2007, taking out a swath of landscaping in it's path before landing on my chimney and front corner of my house ;)

The tree is a loblolly pine about 20-25 feet tall. I've tried digging holes around it and I do encounter some roots. I can break the smaller ones with the shovel but there are larger ones and I don't want to harm the tree. I believe I can get the plants in the ground but I don't want to be on a fool's errand with this. I want them in ground but it means nothing if they fail to thrive.
SN: what do you think about Encore azaleas? I've been looking around the forum and some are saying that they don't do as well if they are not planted in full sun. i love the idea of three season color but hate the thought of having poor blooms or scraggly looking plants. I'd rather go with another type if that is the case.