You should prune them in late winter/early spring, just before they start leafing out, Diane. I suspect this would be late February or early March for you. And don't be timid in cutting them back. Pruning them to about a foot high will result in vigorous growth and lots of those wonderful blossoms.
Do it anytime, if your willing NOT to prune too severely at any one time and you don't mind losing out of having attractive blooms until the next season. Otherwise, wait until after it finishes blooming and then don't prune off more than 1/3 of it's mass.
Here's an interesting experience I had once...
At my previous home in Albuquerque, I was forced to transplant an overgrown butterfly bush/tree to make room for expanding my concrete patio. I took as much of the extensive roots as possible and then pruned it severely. It not only survived the move and the pruning but it thrived!
The astounding thing is that it was done in July! Sometimes you never know what surprises nature has in store regardless of the mistakes we make of nature's gifts.