Where are you growing that you have flowers in January? The conventional advice is if you must prune, do so immediately after blooming so your azalea can have time to recover and harden off new growth before winter - but there is no reason to regularly prune azaleas. Azaleas set their flower buds in late summer, pruning late in the season removes those buds and thus the flowers for the next year. They need little in the way of pruning, other than occasional shaping if you feel the shape needs to be improved, or removing broken or winter killed stems.

If you are in Virginia Beach, it sound like you either have reblooming azaleas or are getting bud blast (blooming when they should be dormant). Encore, the marketing people for one series of reblooming azaleas, suggest:

• Encore® Azaleas require very little pruning to retain good form and do not need "dead-heading".
• If you think your Encore® Azalea needs pruning, do so immediately after the spring flowering for maximum bud set.
• Light pruning of more established plants will stimulate growth and flowering.
• Prune tall shoots back inside the body of the plant.

This is consistent with conventional wisdom for all azaleas as Morz8 already stated. Always prune after the heavy spring bloom if you prune at all. That bloom is on one-year-old stems. The summer bloom is on new stems.

To avoid any misunderstanding, "bud blast", as rhodyman surely knows, refers to a fungal disease that attacks unopened flower buds on azaleas and rhododendrons. I have never seen it used to describe out of season bloom.

Bud Blast is the fungus disease Seifertia azaleae which causes the flower buds to turn brown in the winter and not open in the spring. They are later covered by black fruiting structures called coremia the year after infection. The fungus is thought to be spread by the rhododendron leafhopper, Graphocephala fennahi. It lays its eggs in rhododendron buds in the fall allowing entry of the fungus into these sites.

Bud blast is a horticultural term that describes flowers that have prematurely aborted before or soon after opening. The cause can be disease, but it is usually environmental. It can be caused by drought during the period the flower buds are forming, but it is more likely due to a failure of the buds to completely open in late fall or winter and then freeze. The buds start to show color and then freeze. In the spring when we look at them we just see a bud with the brown flower petals peaking out. Despite our best efforts to encourage our plants to go dormant, some are tricked by the weather patterns and do try to produce flowers in late fall or winter. In Scotland, late frosts often cause this problem among early bloomers.

I agree with aka that rhododendron growers seldom refer to 'bud blast' in the horticultural sense, but I see a lot more of it than I do of Bud Blast, the disease. The main reason I use the term, it that I don't know of any other term to use that is correct.

REF: http://www.gardeningknowhow.com/plant-problems/environmental/bud-blast-in-flowers.htm