Azenis are great wet or dry when new. They seem to have the tendency to "age out" in about 6-8 months, especially if you drive them on the street. Too many heat cycles. This combined with reduced tread depth can make them pretty scary in the rain about half-way through their life.
Haven't heard much about the new Kumho MX's other than they are pretty sticky and cheap. I almost went with them, but decided I wanted to see if the F1's were as good in the rain as people said they were.
I just bought a set of Goodyear Eagle F1 GSD3's. Probably a little pricey in the 17" sizes, but reasonable in a 195/50-15. Excellent tire in the dry... not quite up to an Azenis, but at least as good as any other street tire I've driven on. Very responsive, very grippy, very quiet. And they are unbelievable in the rain!