Which ones? There are so many varieties.

Herbaceous ones like S. nemorosa should be cut back to the new growth at the base when they've finished flowering. Shrubby ones like 'Hot Lips' should be left alone until spring, when you can cut out dead bits and give the plant a tidy-up.

If you're interested, go to the 'blogs' page, and you'll find a recent blog I wrote about Salvias, called 'Sage 'n' Onion'.