I would wait until they finish blooming in the spring, to prune them. If the one's you have are the Encore variety, they will bloom again in the spring. Other varieties of evergreen Azaleas normally bloom only in the spring, but under certain conditions, some will produce a few blooms in the fall.
When you prune, remove any dead wood back to it's source. a branching point or the rootstock. Use your finger nail to scrape off the outer bark, if the layer underneath is green, it is still living. Prune each branch, that you wish to remove, flush at a branching point with another one. Don't leave any stubs.
Would recommend sterilizing your tools before and after pruning. Dip the cutting edges in a solution of 10% household/laundry bleach and water or use rubbing alcohol.
If you suspect any plant has a disease, increase the bleach concentration to 20% and sterilize the tool after each cut.
Hope this is helpful.