Honestly, I would recommend stating them up yourself. The most recent printing of their 3rd edition stats is in Sword and Sorcery's Secrets of the Dread Realms, and they haven't exactly made intelligent decisions when building them. A few things I you could keep in mind, though, are that Ravenloft has historically been presented as a non-epic campaign, and, within the Core, the guys you're mentioning have been the most powerful Darklords.
Strahd is barely at the top as a CR 24 vampire with numerous extra abilities and stat increases above and beyond what a normal vampire gets. He was a 4th level fighter 16th level necromancer. Most of his special powers where just ways to enhance his vampiric abilities, or to mitigate the weakness. Honestly, if you just used Pathfinder's mythic rules and applied the mythic vampire template to him, you'd achieve much the same effect and a comparable CR. Only thing I remember off-hand that is a bit extra is he can, at any time, mentally open, close, or lock the gates on the road leading up to his castle.
Azalin, if I am recalling correctly, was an 18th level non-specialized wizard and a lich. He also possesses numerous special abilities, and, to be honest, they make him a lot scarier than Strahd. He can, at will, animate and control the corpse of any humanoid in his domain as skeleton or a zombie, and he can alter or wipe the memories of any humanoids living within his borders (I believe they get a will save). His ultimate CR was 23, I believe.
Lord Soth, I'm afraid, I don't have much info on. In 3rd edition cannon he has escaped Ravenloft and as such has not been given Ravenloft stats, but you could certainly discount that and come up with something of your own for him.
As far as non-crunch info on them, Strahd was Ravenloft's first darklord. He is a thinly veiled analogue for Vlad Tepes, aka Dracula. He was a warlord in his homeland and held of an invading army of Tergs (who are absolutely not Turks) and called the rest of his family to Castle Ravenloft to strengthen his line and cement the future of Barovia. His younger brother, Sergei, met a young girl named Tatyana and the two were engaged to get married. Naturally, Strahd falls head over heels for her, but realizes that she sees him as more of a father figure because of his age. He pines over his lost youth, wasted on war, and makes a pact with an entity calling itself Death to get his youth back and win the love of Tatyana. On Sergei's wedding day, Strahd murders his brother to seal the pact, then confesses his love and his deeds to Tatyana, who, understandably horrified, throws herself to her death. It's about this time that a group of assassins working for a noble family who views Strahd as a rival reveal themselves and try to kill him, but by now his been given the "gift" of vampirism, and he proceeds to kill everyone in the castle, which is then drawn into Ravenloft. Personality-wise, he can be affable and polite, but it's a pretty thin veil for his need to dominate and possess that around him. He doesn't interfere too much in the affairs of Barovia as long as everyone understands it's "his," and he does tend to step in and deal with threats to its citizens personally, more out of a sense of territoriality than of compassion, concern, or duty. He learned magic from Azalin before they became rivals, and once every generation he encounters the reincarnation of Tatyana. He tries like crazy to woo her and win her over, but she dies every time. He's also pretty tight with the Vistani, and in more recent publications have played up his connection to the land.
In a nuthsell, you've got Dracula right out of Bram Stoker's novel. If you've read it, just play Strahd that way. If I were going to stat him myself, I'd keep in mind that he is a former general with magic that connects him to the land and a lot of ancient, mysterious powers. Cavalier/Witch strikes home in my mind.
Azalin I know a little less about, as far as history goes, but he fancies himself to be pretty hot s%%~, and he ain't wrong. He has, historically, had more spellcasting levels than anyone else, and his knowledge of magic is probably the most advanced of any darklord. He also has a relatively solid understanding of what Ravenloft actually is (a prison plane), but he's also become a bit of a paranoid psychotic, so whenever he talks or writes about it he just sounds crazy. He wants to escape Ravenloft above all else, and at one point attempted to sacrifice the lives of everyone in Darkon to pull it off. This resulted in him creating a city of undead, disappearing for years, and being brought back by having his spirit placed into the bones of his son (who he had killed long ago when he thought him too weak to be a good heir). Strahd is usually represented as (slightly) more powerful, but Strahd keeps a low enough profile that most in the setting assumes that Azalin is the most powerful being in the world. His big curse is that he can't learn new magical principles. He can learn a more advanced version of an existing spell (If he knew Summon Monster III, he could learn Summon Monster VII, and know Fireball would allow him to research Delayed Blast Fireball) but he is unable to pick up completely new ideas, which frustrates him to no end, and he has a nasty habit of killing people who cast spells he doesn't know within his domain.
Interestingly, the background to Dracula from the Francis Ford Coppola movie is not in the original Bram Stoker novel, but more closely resembles the fate of Tatyana and Strahd.
The illithid elder brain and Vecna are quite easily the most powerful. However, what defines darklords is that they are tied to their domains. Otherwise put, the domain is there to torture them, and repeatedly enact events like those of the darklord's past. A betrayer will find a domain defined by betrayal. Nor will it let them have their heart's desire, it will dangle these things before the darklord. The darklord can close his domain, making it impenetrable. The darklord can notbe destroyed, except by a specific way defined by the darklord's story. The darklord can never leave their domain. In 2nd edition, the domain Nosos had a wealthy lvl 1 thief as a darklord.