xlabel('X Label','rotation', 30)
zlabel('Z Label','rotation',-30)
Look at the Text Properties section for details of all available properties.
ADDENDUM
Re: topic of making "stick" with axes, that's a toughie I think....not sure how to even determine the actual angle of the axes projection--I presume is related to the 'CameraPositionX' values, but there's nothing builtin from which one can retrieve the angle needed to make the labels precisely parallel with the axes as rendered and certainly not dynamically.
This would be good enhancement-request fodder methinks...