If you like a tidy garden you will probably want to prune in autumn, but there are some reasons why you might want to wait until spring.
If you like a tidy garden then you might like to prune all your plants in autumn. However there are some reasons why you might be better to wait until spring. Firstly, many herbaceous perennials make seeds which can be enjoyed by some of the birds. Even if you like collecting seed for next years sowing there should be enough to share.
If you live in a colder or frostier situation I think that even dead plant stems help to protect the base of the plant. However, if your garden is windy then you might be better to cut down the taller plant stems by about half so that your plants don't suffer with wind rock.