Don't touch it now - leave all the dead flowerheads on over winter. Wait till spring (usually early April) when you see green starting to appear on the stems, then prune out the spent flower heads and stems, cut out any dead wood, and trim back to where leaves are growing from.

Agree with Bamboo - the dead flowers help protect the new shoots from late frosts.

If the plants are very old with a lot of dead wood, I would cut some of it out now while you can see ( no leaves at the moment). The oldest wood is a paler colour and probably didn't flower well. Take out a third of the oldest stems right to the base. This will encourage new growth in spring. Do this every year and you will keep the wood 'young'. But leave the old flowers on the other stems as Bamboo says.