Please yourself, personally I leave them as they extend the time of interest.

Mine are next to the front door and make a terrible mess (continually sweeping up) but the plant rambles over the porch so it is too much for me to deadhead. Every year i wonder whether it's worth it for 2 weeks of flowers. Over twenty years old though so I find it hard to chop it down.
Doesn't need deadheading.

Thanks folks, I love you people.

I leave mine on as I think the seed heads are pretty