I occasionally find finches on them but to be honest they don't seem to be a magnate for birds. That could be because they are on other plants eating their seeds. I dead head the buddleia as and when I get round to it. So it may be any time between November and March when they get properly pruned.

The tits & sparrows seem to like mine

Thank you, the reason i asked was, mine is really over grown and i would love to cut it back,but do not want to rob birds of winter food.

Best time to cut it back is March (as hard as you like), so you can have it both ways.