I don't even worry too much about when. I know most garden books will say "best pruned in fall or cut back in the spring." That may be true but my theory is "If it needs cutting do it now". God created plants to grow back. Nothing is more unattractive in a garden than a leggy plant. Besides, every time you prune, you create the opportunity for the plant to put out more branches and leaves and flowers.
Look at the before and after of this Autumn Joy sedum.
To get more blooms next year on your Hydrangea, prune it after the blooms fade. If you prune before the plant blooms in the spring you will prune off this year's flowers. Hydrangea bloom on new wood so if you cut the flowers off as soon as they start to fade, you will get lots more branches and lots more blooms next year.
Azaleas, viburnum, spirea, weigela, petunias, geranium, butterfly bushes, coleus are just a few of the plants that benefit from pruning.
Get your pruning sheers and don't be afraid! The plants will reward you with lots of foliage and flowers!