it mite be best to prune them in early spring so they dont go through winter with open wounds .

If they're big and leggy I'd prune them back a bit (say by a third) now so that they don't get too rocked and mangled by the wind, then give them a proper prune (shaping the bush and pruning to an outward facing bud) in March. If your area is cold you may want to wait until the weather starts to warm up a bit before doing the "shaping prune".

If you're feeling a bit nervous about "doing it right", remember a piece of research carried out by "The Gardens of the Rose"
http://www.gardens-guide.com/gardenpages/_0185.htm
near where we used to live. They did an experiment where one group of roses was pruned by experts - to an outward facing bud, and doing everything absolutely by the book, and the other group was pruned with a chainsaw. The chainsaw-pruned group flowered better. So now I just look at the bush and think "I want you to be THIS big" and make it so! Very liberating! :-)

just go for it but timing is the most importent as beattie sais . great minds and all that lol .