Azir main here, here's what I usually do.
Items:

- I usually get tier 1 boots and finish nashors first, then i get sorceror's
- Exchange
with
against ap heavy comps
- Rush
instead of
if you really struggle against ap assassins like leblanc
So for this build, I use 12-18 in masteries since thunderlord's is better than deathfire keystone for Azir and also 45% CDR is Kreygasm.
only gives 20% CDR and you receive 5% from masteries, so the rest 20% needs to be from runes. I take 2 scaling CDR quints and 6 scaling CDR blues so that I can get 45%. If you are just playing Azir for a few games and dont have the ip to buy all those CDR runes, then you should get ionian boots instead of sorceror's so you can at least have 35% CDR, 'cause playing Azir with low CDR is definitely not easy, you need to really land point-on Qs or else you will misplace your soldiers and they won't do shit during a teamfight since everyone moves around a lot and soldiers are stationary.
Even tho you are probably playing blind pick, I'll briefly suggest the summoners anyways:
against CC mids like Lux,
against general ap mages,
against burst assassins like Zed, Kat.
Max R-Q-W-E. For first 3 levels, level W-Q-Q since level 2 Q does a bit more damage against opponent and you usually won't need E anyways if you feel the enemy jg won't gank before 3. If they have an hyper-aggressive jg, level W-Q-E so you won't overextend and be left with no escapes.
Here's a guide I use if you want more info, it includes a lot of match-ups and other general info about Azir: http://www.mobafire.com/league-of-legends/build/sol-invictus-best-azir-world-guide-in-depth-5-22-updated-405527