It depends on the type of Hydrangea you have - pruning can affect the blooms for next season because some Hydrangeas bloom on old wood. H. arborescens 'Annabelle' should be pruned back to the lowest buds in late winter. Prune H. macrophylla (Big-leaf Hydrangea) in late winter, too, but prune it to the highest bud. H. paniculata can be pruned in late spring. H. quercifolia doesn't require pruning at all.