Janie, our practice is to prune 'Annabelle' and similar hydrangeas (Hydrangea arborescens) first thing in the spring. They bloom on the current growing season's wood, so in our climate the practice of annual spring pruning serves to remove winter killed stems and increase new growth, thus increasing bloom with the increase in new shoots. At the same time, we can shape the shrub and control its size.

Different species of hydrangea require distinctly different pruning- or lack thereof. 'Endless Summer' blooms on both new growth and last year's growth. Still others may never need pruning except to remove dead wood, control size, or restore vigor.

This link may be helpful:http://www.finegardening.com/how-to/articles/how-to-prune-hydrangeas.aspx