What kind of Hydrangea?

Wait until Spring. Hydrangeas bloom on last year's growth and flower buds are already set. Just remove the brown flower heads from last season. Do the main pruning in Spring.

If you live where there will be frosts you could leave the flowerheads on over winter (sorry Bathgate) as they help to protect the flower buds. If you want to prune to reduce the size I'd take out the tallest whole stems - you can do this now if you like. If you shorten the branches this will be the cause of no flowers next year. If you add a photo and say what you are hoping to achieve it will be easier to give you helpful info.

These instructions only apply to mophead hydrangeas. If the flowers are long like lilac flowers you can cut them right back either now or in spring.

If you leave the spent flowerheads on overwinter, they will collect snow and ice build up and with a little wind, the potential for breakage is very high. It would look horrible in the Spring.

That has never happened where I live as our winters are normally fairly mild. It would help if questioners would add their county when they ask for advice - big difference between north east Scotland and Devon. I reckon your winters are much harsher.

Our winters are dark, cold & stormy, lot's of snow, deep freezes, icy rain with hurricane force winds. Sometimes deadly.

Even up here in N.E. Scotland folk leave the dead flower heads on their hydrangeas to help protect the plant. Yes we can and do have bad weather but nothing like you apparently get Bathgate.

Well, the reason that I asked what kind of Hydrangea, is that forms of H. arborescens can be pruned hard now, since they bloom on new wood in summer. Admitted, H. macrophyllus is by far the more common! :)