Scott, the recommendations for watering azaleas are specific to azaleas...their surface rooting habit makes them a little different from many other shrubs and trees.

First, hopefully you've mulched to conserve moisture. Your azaleas will establish best with consistently moist (but never soggy) soil...after a year of good health they won't need such close attention. How much, how often depends on your soil type, wind, slope, temperatures so there is no formula that works. (Here in this cool, wet Z8, I wouldn't even think of having to water after 'watering in' when planting this time of year - my problem would be finding a few days where the ground was dry enough to spade)

So use your fingers, water when the soil begins to dry, remembering that your azaleas have a network of fine surface roots, use a mulch to keep the soil cool and moist, and don't necessarily count on rain under your tree canopy to take care of your watering needs.

MorZ8 gave very good advice. After transplanting it is dangerous to let them dry out. However, over-watering is dangerous also. So don't water when they don't need it and do water when they do. That is why soil with good drainage and a good mulch are both important. They make keeping the right balance much easier.