I leave pretty much everything in situ over winter. If something looks absolutely horrible, I may cut it down to 8 inches or so. Otherwise, I leave everything til Spring.
Perennials benefit from it and it provides insects and wildlife something of use rather than barren dirt. Many birds also love to eat seeds that are left and/or perch.
And many things provide a lot of winter interest to view - i.e. all the ornamental and native grasses.
So I wait til Spring. Timing wise, I cut stuff down when I prune my Butterfly Bushes ~ April 15. If something is starting to come up, of course I prune it then.
