It depends on the cultivars. Some will take full sun while others get lace bugs or sunburn. A few will take shade but this tends to hamper the setting of flower buds and, hence, blooming. Most like partial sun and partial shade. In general, the east facing exposure is ideal for more plants since the morning sun will remove the morning dew and help prevent disease. However, the west facing exposure is near ideal and most plants should be OK there.

The other consideration is winter hardiness. Winter sun and wind stress rhododendrons and azaleas. That is why you see some people put burlap around their plants (not over them). I personally don't like this except for new plants the first year or two. Small evergreen azalea plants especially need some protection the first two or three years. More tender plants will do better on the north side near the east or west side if you give them wind protection.

Ideally you will put in some trees on the south side to provide high shade. This means partial shade. I have had good luck with red oak and meta sequoia that I planted. They both grew rather quickly for me. Sweet gum and sour gum are said to be good also.

Also, ideally you will put in some wind breaks on the northwest side. At least, for me, that is the predominant direction the winter winds come from.

You don't say where in PA you live. In general, the best rhododendrons for the south facing side are the iron clads, very hardy varieties such as Nova Zembla, English Roseum, Roseum Elegans, Boule de Neige, Catawbiense Album, Mrs. Charles S. Sargent, Purpureum Elegans, and PJM. Evergreen azaleas aren't as hardy. The hardier ones are: Bixby, Helen Curtis, Hino-red, Hino-white, Karens, and Marie's Choice.

Here is a link that might be useful: How to grow rhododendrons and azaleas.