If they're the herbaceous ones, like S. nemorosa 'Mainacht', then you can cut them back to the new shoots you should see at the base of the plant. S. vercillicata 'Purple Rain' is also herbaceous, so you can cut off the dead stems.

If they're the shrubby ones like 'Hotlips' or 'Icing Sugar', then leave them alone until the spring, as the top growth helps to protect them in cold weather. Then you can trim them if you need to.