You can also prune when it freezes, without problems. I do that regularly under snow and have never had a problem. It is also done regularly in my region.
don't prune too much early: wait a few weeks until after the last leaves fall, in order to let the starch to reach the roots.
if your region could have a strong freeze (less than -15° C, 5° F), usually it is preferable to wait until there is no more such risk. Such temperatures are destructive to the plants, but some have a chance to recover. If one has such low temperatures every few years, it's better not to plant grape vines.
I don't use alcohol, like stormy wrote. I have too many vines in my vineyards for it to be feasible, but now it is recommended to wait until late winter before pruning: this will leave less time with the unprotected cuts on the wood.
Remember: vines are very late to wake up in spring, compared to most of the plants.
On vigorous plants, it is sometimes recommended to prune when plants are starting to wake up, in order to reduce vigor, but this is useful only in vineyards, where plants have restricted places to grow.