I normally remove dead leafs in the late fall towards the end of October or early November, I think it helps with the leaf spot and helps to keep the borers away. I cut them back at the same time to about 6 inches and then add a thin layer of compost around them to help protect from the winter freeze thaw cycles. We got busy with work late fall, this year so I only got a couple of the beds done, but I am planning on working on it soon if the weather stays warm. I am starting to see signs of spring here, the buds are swelling on some of the early blooming trees and shrubs. Which is a great sign that we are on the downward slide towards spring. It is amazing once the plants wake up how fast everything grows in six weeks or so it will be all green again.
I am looking forward to my Roses as well after the Iris are gone, I keep my nose in them
a comparison picture from late last summer to today.