For a western exposure, I'd stick with plants that specify full sun OR part shade. This way they'll tolerate the intense afternoon sun but won't suffer from shade in early part of the day. A part shade plant will not likely be happy in the hot afternoon sun. Morning sun is OK, not as intense.

Moisture also plays a role, some plants will tolerate more sun if they get extra moisture. Depends on the plant.

Jo

No, this is not a silly question.
Light requirements written on labels could be very misleading and 'part-shade', especially.
Technically, full sun = 6hrs+ of UNINTERRUPTED sun.
Anything else that receive more than 2-3hrs of sun falls into part shade cathegory
But wait, 3hrs of morning sun is not equal to 5 hrs of western sun or 4 hrs of morning sun + 3 hrs of evening sun, right? What about 4hrs of afternoon sun in MA and 4hrs of afternoon sun in TX, are they equal?
There are two ways to figure out what a 'part shade' for one or another particular plant means.
Way #1, look for it in landscapes or display gardens and if possible visit it several times at different time of the day and year.
Way #2, buy it, try it and move it (if necessary).

I'll give you example.
All rhododendrons and azaleas labeled as a 'part sun' plants. When I start gardening, I planted bunch of rhododendrons in eastern exposure where they got 3-4 hours of early morning sun. They did great the whole summer, grew and formed new buds. I was trilled. Not for long, though.
Spring came and I had a bunch of fried sticks instead of rhodies.
They died from the winter sunburns and disecation since they become exposed to a full sun as there were no shade from deciduous trees in a winter.
Lesson learned: Morning sun in a winter is the worst enemy for broadleaf evergreen.
From now on, I plant rhodies either in southern or western exposure and they are very happy there.

Now I planted Azaleas and Rhodies on the west side of my house and they all fried within a year, while they did alright for you. I also fried two Dogwood trees in the same area. This is very frustrating stuff! These plants just aren't cheap enough for trial and error. I guess I'll just have to stick with full sun plants. The part shade ones have such pretty foliage, but they definitely cannot take the 3:00pm and later sun.

Rudy, did they fried in a summer or in a winter?
Azaleas and Rhododendrons are relatively easy plants to grow in NE providing they were properly planted (check Az+Rh forum on a topic) and adequately watered in their first year.
Also, if they were part of the foundation planting you should of consider not so obvious factor as light and heat reflection off the wall.
I have one hydrangea that blooms very well with 0 (zero) direct light any time of the day the whole year, technically in full deep shade where nothing should bloom. But she got about 3 hours of reflected light off the light colored house wall and feel happy.

It's a white house so lots of reflected light. They were on the dead west side of the house, so sun didn't even hit them until 3:00ish. I planted them spring of 04, and they were dead by the time the Sox won the World Series. There's one Rhodie that's doing very well, but even that one gets brown tips this time of summer. I water the thing religiously during drought, so I don't think it's a water issue. I have very acidic soil, but I thought Azaleas liked that. I dunno. Maybe I'll try another one in fall and see if it settles in better.

If I recall correctly last year summer wasn't extraordinary hot or dry, so if you planted them in Spring and they were dead by Fall my first guess would be not proper planting i.e. not teasing/reap apart rootball of the pot grown (and therefore severely pot bound) plant.
Rh and Azaleas have a fine brittle surface roots and if such surgerey is not performed at the time of planting they'll stay in pot form forever untill plant dies from own root suffocation and/or luck of water as all water you put on a plant will be absorbed by surrounding soil, but not the roots.
For the same exactly reason it's recommended to plant all ericaceous plants (Rh, Az, Kalmia, Pieris) at least 1-2" ABOVE the soil level and then mound soil on a top of the root ball. Mulch and no fertilizer for at least one year if ever.

'Maybe I'll try another one in fall and see if it settles in better.'
In my experience rhodies planted past September have a hard time the very first winter much often than those planted in spring, though transplanting them (with a large rootball intact) could be done anytime when soil is workable, except within 1 month right after blooming (so-called, 'active growth period').
Azaleas doing equally good being planted/transplanted spring or fall.

Rhodies come in different varieties, too. Some are more tolerant of sun than others (I'm thinking of the ones with the purple leaves). And while they do pretty well in NE, I think it's important to remember where they grow "naturally". They're understory plants, they like diffused light, dappled by the branches of taller trees.

They do like acid soil that is rich and humus-y. They're shallow rooted, so they will dry out quickly if the soil isn't able to absorb and hold moisture. I think EGO has given excellent advice about sun and its effect at different times of the year. I know winter's drying winds can deal broadleaf evergreens a lethal blow. Their large leaves are easily burned and once injured compromise the overall health of the shrub.

If your plants were planted next to the foundation of your home, consider this: concrete foundations leach lime into the surrounding soil (this raises the pH, making it more basic) and may require you to routinely feed them with something that will acidify the soil periodically. Though I doubt this would have been a major factor in their demise. I tend to suspect they may not have been planted properly, too; I've had a Kousa dogwood kick the bucket for no apparent reason, too... sometimes things just die.

Good question about the subtlties of "partial sun", "partial shade", etc.! The more you play around with plants the more you begin to get a "feel" for it. Hang in there.