I'll have to say I ain't the best azmodan player out there, but seeing as none posted anything I'll drop my 2 cents:

I only use 2 different builds, I don't know if there are any other viable ones.

1. The azmodunk: You basically go around the map blowing up minion waves and sniping fleeing opponent's. In late game you can nuke for 1k+ damage per dunk which is quite nice. With this build you are mainly going to put pressure on enemy heroes as it loses a lot of seige damage compared to the other build. Don't be mistaken though you can still destroy keeps pretty quickly.

Regular build that I use for Dunking:

Taste for Blood/ Sin's Grasp/ Infernal Globe/ Black Pool/ March of Sin/ Imposing presence or Blood for Blood/ Bolt of the storm(for escapes) or Forced Recruitment for more map presence and pushing power.

If you take Forced Recruitment you can soak 3 lanes at once and summon them in lanes with a lot of minions to force your opponent's hand (or they will lose a keep).

1. Lazer Build

This build is great for destroying keeps and it will even melt away the core under its fury. >:D This same damage can also be applied as single target hero damage which is quite good.

If you take this build you will want to push a lot. You will need to look a lot at the mini-map though as you don't have an escape. Only push when you know where 4-5 of them are, if you are pushing they will react to you sending at least 2 guys to deal with you. This grants your allies some room to breath. In teamfights you can and should start melting anything that tries to get close with your lazer of death, be aware though you probably won't escape even with your big HP pool if you get caught out of position since that large health pool comes with a large ass that cant fit through any passage.

Master of Destruction/ Gluttony/ Infused Power/ Both ults are good with this build, take whichever you prefer :)/ March of Sin (most Op talent in Azmodan's whole talent tree. Blood for Blood/ Imposing Presence/ Bolt or Recruitment.

In general you should always be spamming your general in empty lanes especially when everyone moves away to take an objective. At the end of every game you should have about double the EXP of everyone else in the game, this alone makes you quite valuable.

Hope you can do something with this.