Leave 'em 'til spring, then cut 'em back quite hard to the base of current season's growth, or even lower if need be. You can dead head now, just to be tidy. Phil J

I like to cut mine back a little now, to avoid wind-rock, as my garden is very windy, then prune hard as above.

That's assuming it's Buddleja davidii, or one of its hybrids. Other Buddlejas are better pruned just after bloom, since they bloom on wood formed the previous year.

HA! You caught us assuming this time, Tug!

Did you see a question from someone in Illinois? - I was hoping you might be able to help.