Question
What would look nice planted next to my Azalea bush? I have about 3-4' by 2' to plant? I would prefer to plant a perennial.

Answer
Creeping mahonia, strawberry, or johnie-jumps (they self-seed and come back every year in most states)  

With 3 foot swath, you could plant just about any low-growing perrenial that you think might look nice.  I'd stick with red-blue flowering plants  OR  grab a bloom (or a whole branch with blooms) off of the Azalea and take it in to the nursery to see what might look good in combination with your particular bloom color (Azaleas have a variety of bloom colors).

~M