Here's a link about Rhododendron and Azaleas, with a section about common problems that you may find interesting. It was compiled by rhodyman(Henning) of PA and is quite lenghty, but very informative.
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Here is a link that might be useful: Rhododendrons and Azaleas

George Tabor (and sister Mrs. GG Gerbing) do drop leaves late in the season, so that's not unusual. The leaf yellowing is also somewhat typical. I'd use either Ironite or Milorganite (cheaper and more benign as a fertilzer) if you want to help the yellowing (chlorosis.). Lime in our area is also a good thing to add annually, but do spend the few bucks and get the soil tested at your county agricultural extension office first. Even if you're not trying to change the ph, lime helps uptake of micronutrients, which, in turn, helps that chlorosis.

I think it's normal. Mine (and other evergreens) do this every year about this time, but it's only a small percentage of the leaves. Then they seem to drop off quickly and you don't see any yellowing leaves again until this time next year.

Eddie, that seems strange to me about adding lime. I'm not disputing what you're saying, but would like to know more....I thought you were supposed to keep lime away from evergreens to keep the ph on the low side. Could it be that they're not taking up enough calcium without the ph being higher; or couldn't you just add calcium to stop the yellowing?

i have heard that if the plant's leaves that are turning are below the bottom of this years growth and kinda in the center of the plant, then this is normal leaf cast but if the plant is turning completely yellow then that is different and the plant should be looked at.

Poking around some on the web it looks like my problem is too much sun. There are immature plants that will eventually provide it with more shade, so I'll just keep shading it until they grow in and see how that goes.