|one has brown leaves and another has holes. The rest are beautiful. Should I remove the heads after they bloom|
|Not many insects bother rhododendron leaves. If the margins are notched, its caused by a root weevil. These guys hide in the soil or mulch beneath rhodies and crawl up the stems to feed on the leaves at night. Go out with a flashlight to see if you can find any. If so, a soil drench such as Orthene will control them. Brown leaves can be the result of winter injury or might indicate a disease - I can't tell without examining the leaves. I'd be inclined to simply pull or cut them off.
When the flowers are spent, snap the trusses off your rhododendron. Just grab the entire flower with your hand an push it sharply to one side. It will snap right off without damaging the developing leaf and flower buds that are just below the flower trusses.