The picture above shows the current condition of Hydrangea plants in need of pruning.
How and when should they be trimmed?
Depends what part of the world you're in and whether your hydrangea is a paniculata or macrophylla type. Its quite hard to tell from the dead flower whether its H. macrophylla or not - they're the varieties which have either round, ball shaped flowerheads (called mophead varieties) or flattish flower heads with florets round the edge (known as lacecap varieties), whereas paniculata types tend to have cone shaped flowerheads. H. paniculata can be pruned before or during winter - H. macrophylla types should be left alone until signs of growth begin in spring.
How you prune is also down to variety - for the macrophyllas, its just a case of snipping off dead flowers from the previous year, along with any dead bits not showing signs of growth. The paniculata types can be cut down quite low to the ground.