Depends on species, but in general early spring is the best time. You need material without flower buds, so after flowering (in the autumn for Buddleja davidii) can work well, so long as you can protect the cuttings over the winter. Summer cuttings can strike, and they work more often if you pinch out the tip if there is a flower bud forming.
I have advice on propagation here:
http://www.buddlejagarden.co.uk/growing.html