Just the spent flowers, I would say. The flowers grow very close to the new leaf buds, so nipping them off has to be done carefully.

I don't usually bother to take the dead flowers off - they'll go by themselves in a while. If it bothers you, you could tidy the plants up, but don't take the buds off, or there goes next year's display!

The bushes are forming next year's flower buds at this time, so you need to make sure that they don't suffer from drought or the buds will drop off.

Like Beattie we don't remove the dead flowers, not enough time, they drop of their own accord and help to feed teh soil. We'll never have a tidy garden!

If it is a young, small bush, I would remove the spent flowers so it doesn't waste its energy on seed pods. Otherwise, it's not worth the trouble, as Beattie and Moon_grower say.