What state are you in?
Nikko Blue is a Zone 6 & up plant. My guess is that if you are having no bud set for flowers they are freezing.
You will need to burlap wrap the plant for the winter.
You also have to pay attention to careful fertilization and time it appropriately.
You do not want too much nitrogen before winter sets in. Never past the 4th of July is a good rule to follow for trees and shrubs, esp. evergreens.
Plants have to "harden off" to prepare for winter.
Good explanations for your Nikko Blue....
http://www.mobot.org/gardeninghelp/plantfinder/Plant.asp?code=K550
When it comes to pruning, harsh pruning of evergreens is never good. Severe prunings in the spring with delicate plants forces the plant to grow too much top and takes away from root development that is very critical for survival, esp. evergreens.
This site explains how to prune azaleas. Take note that bud set is pretty quick after flowering so pruning right after or during flowering is important.
New growth on evergreens takes time to "harden up" for winter, so never delay there.
I would not prune more than an inch on an azalea if you are pruning the whole thing.
http://www.azaleas.org/index.pl/faq.html#pru