I cut them off as and when they fade. You can do them any time you like. Prune the shrubs down in the spring.
welcome to GoY too.

I too cut them off as they fade to encourage more flowers

We have quite a large Buddlia - and for the last couple of years I've been dead-heading as I go ... it certainly brings the second and third set of flowers on. As the Buddlia is quite exposed to the north and west it gets battered in the winter months by wind. I've taken to half cutting it back about nowish (note to self - half cut back Buddlia this weekend) ... it saves it getting torn to pieces. I hard prune it at the begining of April (virtualy poplar it) and give it a good feed.