you need action replay
a master ball or you can make it go to sleep and make it have low health and catch it with a ultra ball
With your hands and cover your face or the ball can hit you and give you a bloody nose
you catch it with a poke ball
Azelf is in the cave at lake valor you just have to go in and a dusk ball or an ultra ball after weakening it and just capture it
There are many types of PokeBalls you could use to catch Azelf.But I would suggest the following: Quick Balls Master Balls Poke Balls Dusk Balls and,Ultra Balls
use a poke tracker on watch
master ball
Use your master ball.
The dusk ball has a higher catch rate in darker areas, like the cave Azelf is found in. It is also slightly cheaper than the ultra ball, which yeilds similar results. Of course, if you choose to use your Masterball, it will work without fail.
with a poke ball
by throwing it
use a poke ball