With perennials, I cut everything to the ground (literally) and rake it off to a composting area. I don't leave a foot of stems, or an inch of stems - TO THE GROUND. I do this in my own gardens and those of my clients. This prevents insects, their eggs, and small critters from overwintering in the plants. Also removes any fungally-infected leaves that could become potential problems the following season. A clean garden at the beginning of the season is MUCH easier to weed before weeds really take hold.
Perennials become one of two things if uncut over the winter: slimy and repulsive to clear off in the Spring (daylilies and other soft-leaved plants) or woody and splintery (Phlox and other tall, strong-stemmed plants). Both are incompatible with an efficient clean up in the Spring. Weeding around last year's daylilies is nasty and around last year's phloxes is painful.
I, too, love my grasses, but they get cut with everything else because the winds and snows of Winter break them into pieces and (if I left them) I would need to spend an entire day picking up the razor-sharp pieces in the Spring.
It's a no brainer.
