I wait until they have died back naturally, and then trim the stems down when they start to show the first signs of new growth in spring. My Grannie taught me to wait for that new growth, so you knew which way the highest growth was pointing for when you cut the stem back (you can control the shape of a rose bush by this manner - I don't think I have explanined that very well, but basically where you trim the rose back to, that top bud will be the dominant growth and if it is on the inside of the stem, the rose will have growth going upwards more towards vertical, where as if the top new growth is an outside bud, it will spread more outwards than up vertically.... yeah - that explanation probably still has not worked.)
you still need to remove all leaves and litter though to reduce the pests. It is just the timing of when to cut back those main stems
