And how far down do I prune after flowers die? Just under the blossom? Thank you so much. And do you know why only some buds open every year? Is it possible some of them are foliage?

You can prune all the way back to the ground if you want to do that. Where isn't important, other than it butchers the shape of the shrub. The growth that the plant produces in summer after spring pruning is what will flower the next spring. Shaping the shrub is the ONLY reason to prune at all. Try not pruning shrubs into meatballs at all. A natural shape is a much more pleasing aesthetic. And you'll get more and better blooms.

I guess I shouldn't have used the term pruning? I'm referring to clipping back the dead blossoms. Thanks for your help. I don't do much as far as shaping as my 2 are still fairly small.

Removing the spent flowers is called 'deadheading'. It's not necessary, but if you want to do it then you can gently snap off or pinch back just the flowerheads. They should break off easily, but be careful not to remove any small buds growing at the base of the flowerheads as they are this year's growth.

Can't say about unopened buds - they may be foliage as you suggest.

You might also want to cross-post your unopened buds question on the Azaleas and Rhododendrons Forum in Gardenweb. Photos of the buds on your plant would be helpful.