Should I dead head my day lillies?

if they have opened then yes as it will encourage the plant to produce more flowers. when you said fat buds have they opened? if not and they looking swollen/warty/corky break one open and if there are tiny 1-2mm maggots inside they have gall midge. remove all these weird buds and throw them in the household bin. do not compost them as the adlt flies will infect the flowers nest year. the plant will then produce new buds and as the female is no longer around you wont have any more infected buds this year.
I have this problem with Bonanza and they are ok now.

Thanks SBG...they are definitely finished flowers so I will take them off. What's Bonanza? :0)

Its a yellow one with a bronze centre, I'll be posting a picture of it this weekend, along with arriba and chantilly lace. I have several day lilies and a few that i dont have names for. addictive this desire to name things :o)

I always remove the spent flowers. It makes the display look tidier and discourages fungal spores from settling. There is a pic. of 'Bonanza' in my photo file.

i have a photo on mine now:o)