Pruning small branches can be done at any time of year. Large branches, with more than 5-10% of the plant's crown, can be pruned either during dormancy in winter, or, for species where winter frost can harm a recently pruned plant, in mid summer just after flowering. Autumn should be avoided, as the spores of disease and decay fungi are abundant at this time of year.
Some woody plants that tend to bleed profusely from cuts, such as maples, or which callous over slowly, such as magnolias, are better pruned in summer or at the onset of dormancy instead. Woody plants that flower early in the season, on spurs that form on wood that has matured the year before, such as apples, should be pruned right after flowering, as later pruning will sacrifice flowers the following season. Forsythia, azaleas and lilacs all fall into this category.
(Information from wikipedia.org)