Now. Trim the Buddleia back to a leaf joint in the shape that fits your garden or border display. Next year it will
produce new flowers in those leaf joints and enhance your garden with colour.

They are very tolerant shrubs, but it is more usual though to wait until the spring, just as it begins to show leaf buds breaking. In your part of the country I would certainly leave it until then.

Roses you can cut back now enough to prevent windrock, and do the final prune in late March.

Given where you live, tidy your Buddleia up by removing the dead flower heads but don't prune as such until spring when the leaf buds are breaking as Stera has already said.

Given that you said in another question that you live in a windy area it would be a good idea to prune it to about four feet now. That will prevent wind rock damage. Prune it again in late March.
Good advice on pruning your roses on this link. http://www.hgtv.com/design/outdoor-design/landscaping-and-hardscaping/how-to-prune-floribunda-shrub-and-hybrid-tea-roses

I repeat my advice. Wish it wasnt so windy here !
Buddleias are very vigorous growers, can become huge
if not kept a nice tidy shape.

The usual advice is to prune back hard in March/April. I'm leaving mine alone although it is very 'whippy' because I'd be worried about frost harming any open cuts.

Chopped one of mine last week. It provides natural shade for the patio which is great but had become very overgrown. Buddleias seem to grow everywhere in my garden and can be quite a nuisance. The only one I am very careful of is a lovely white one - bought for about 50p in a Homebase sale several years ago. That I prune in the Spring.