Conifers: when to prune?

If you're talking leylandi. If you're trying to get away with one trim a year I'd recommend early September.This will provide a reasonable finish .

For a much better finish I'd suggest twice a year (late May and early September)

The key thing to remember is not to cut lower than where the last leaves are on a branch/stem .

Leylandi will not regrow from branches with no leaves on them

Other conifers have different preferences, so you might want to specify.