The early spring bloomers: lilac and forsythia should be pruned only in late spring or early summer, just after they bloom. Pruning later in the year removes next year's blooms. The exception would be if the plants have become completely overgrown. In that case you can cut them back severely in winter. However, you'll sacrifice the blooms for several years.
As a mid-summer bloomer, rose of Sharon can be pruned during its dormant period in late winter without sacrificing blooms.
Pruning hydrangeas is a bit trickier, because it depends on the type of hydrangea. You'll find greater detail in our slide show on What to Prune When: