Actually, most that have responded, live in fairly mild climates, and talked about Satsuki types. For those of us with USDA zone 5, 4 or 3 winters, the deciduous azaleas may be worth exploring. The 'Northern Lights' series of deciduous azaleas are able to survive a - 30 F ( - 35 C) winter and still bloom in spring. The Northern Lights series came out of University of Minnesota Agriculture program. The North American native species of deciduous azalea, and their hybrids tend to be fragrant, and super winter hardy. Foliage tends to tufts at the end of long branches. This habit is more difficult to work with than traditionally used for bonsai varieties. Probably not impossible to work with, but more difficult. Biggest issue will be getting short internodes. Probably have to let it grow out, then cut back removing all but one internode of new growth for each year. This type of pruning may mean no flowers most year while in training, but I think it could be done. Many trees like maples will have branches, where the first internode is short, then the next is too long, and to train you have to be brutal in your pruning. But once the basic structure is set, I think they will be lovely, and good bonsai. The Northern Lights types should probably be used for larger size bonsai, over 24 inches tall, (over 60 cm tall) because the larger size will mean the naturally long internodes will be more in scale.
I had a 'Mandarin Lights' from the Northern Lights series. I loved the flowers, fragrance and the fact that it lived all winter simply set on the ground in the shade for the winter. I'm between Chicago and Milwaukee, our winters can be brutal. I lost it one summer when I was on vacation. Have not replaced it yet, it was still in a nursery pot, had not progressed very far with it.
You should just pick up any of the deciduous azaleas you like and give them a try. I do not recall ever seeing a photo of them being used as bonsai, but that should not stop you.
@Underdog - is that white azalea one of the 'Northern Lights'? You did not note the name of it. Looking good for a young, early in training plant.
@BonsaiButler - Yes, I am encouraging people to try the North American deciduous azalea series of hybrids, but I noticed you are in Corvallis, Oregon. Your climate is mild enough you can grow some really tender sub tropical Rhododendrons. Satsuki are hardy enough, it is unlikely you would need to protect them much, UNLESS you are at high elevation. But if you are in a mild winter area, you can use Satsuki azalea.
All azaleas are in the genus Rhododendron. There is no ''bright line'' separating azalea type species from Rhododendron type species. There are species intermediate between the two. The distinction between the two is a 19th century taxonomy convention that has been abandoned in modern taxonomy. There is a very complete knowledge base for creating bonsai from the classical azalea type species and hybrids, R. indicum being the main species with a mix of a dozen or so other species to make the Satzuki type hybrids. With some adjustments to differences in growth habits, any of the Rhododendrons with smaller leaves can be used for bonsai. At least in theory. The only Rhododendrons I have had long enough to deserve a bonsai pot are from the Satsuki series of hybrids, so this paragraph is "internet speculation", not a report of hands on experience. I have seen photos of Rhododendron dauricum as bonsai, posted here on BNut, forgot who the original poster was. R. dauricum is one parent of the common landscape plant Rhododendron 'PJM', and has much smaller leaves than PJM. from the photos, it was quite nice as bonsai. There are near or over 1000 species of Rhododendron, and I wager at least one third would make acceptable bonsai, and of course the Satsuki series of species and hybrids make world class bonsai.
As I am an orchid grower, I had a passing fascination with Vireya type Rhododendrons. They are tropical, epiphytic azaleas, some with spectacular flowers. For me R. (Vireya) pauciflorum really had good potential, small leaves, compact growth habit and really cool vivid red bell shaped flowers that dangled downward, flowering off and on all year round. The Vireya konorii type species have gigantic leaves, and were really not at all good for bonsai, but there are probably 50 or so species (out of the 150+ Vireya type species) in the Vireya group of Rhododendrons that have smaller leaves and growth habits that would make bonsai possible. Sadly the same ''vacation induced drought'' that killed my Northern Lights azalea took out my Vireya pauciflorum, so the experiment was never completed.
I searched my photos for 5 minutes, could not find pictures of my plants R pauciflorum nor R Mandarin Lights. I know I have photos somewhere, but don't have the time now to dig deep and find them.