Be careful about putting down both of the soldiers stored by Arise! Unless you're going all-in, always have a soldier in your back pocket if you need to escape over a wall or if you misposition your other soldier and need damage now.
In the lane, try to position your soldiers between the enemy's minions and the enemy champion. This way you can use them both to last hit and to project threat onto your lane opponent.
Think of Emperor's Divide as a defensive ability first and foremost. Use it when the enemy engages on you or your allies. Remember that your team can walk through the soldiers summoned by Emperor's Divide and use this to your advantage when enemy melee champions engage on you.
Be a bird!
Azir relies on his soldiers to deal damage and can only move them so often. Try to capitalize on windows of time when his soldiers are stationary.
Azir has immense damage over a prolonged amount of time but lacks the upfront burst of other mages. Try to burst him out before he can turn a confrontation around.
Try to think of Sand Soldiers as fire. Don't stand in the fire.