Jenny, some azaleas are more sensitive to cold than others. Upper 30's to right about freezing (light frost) shouldn't be a problem. If you've been having a stretch of nice Spring-like weather and tonight is going to be considerably colder than it has been in the past several days, you can always cover overnight if you aren't talking about too many plants :)

Assuming you don't have row cover on hand, old sheets work well - they aren't heavy enough to damage buds on their own. I have a stack of old tablecloths here that I keep on hand for frost emergencies