Any time now. Cut out any weak or dead stems and shorten the rest by about half. This will prevent frost damage caused by it rocking about in the wind. Do a 'proper' prune in spring.

Yep, that's the basics. And remember, the purpose of pruning is to open up the bush to allow air to circulate freely, so remove any crossing stems as well, and always back to an outward facing (away from the centre of the bush) bud, and slant the cut down towards the bud to allow water to run off.

I have started cutting back very tall ones to stop them rocking in the wind, these are the Floribunda which have finished flowering, I will prune out any frost damage after the winter. Some of the HT roses still have the odd bud on which I will deadhead now and prune in March. My climbers have been tied in and will have a final pruning in March. The ramblers are pruned and tied in, this was done after they had finished flowering.