Yes, just before spring before the flowers come out of dormancy them cut back. Next year you might want to cut back after they are done blooming. Where I live I can do it pretty much whenever I want.

You will probably want to dead-head and/or trim back in Fall any types which reseed heavily. Things as the black-eyed-Susan and coneflowers. If these are left, you may have an overabundance of volunteers.

Many perennial plants are trimmed close to the ground line. If there are leaves which survive the winter, then just trim out the dead flowering stalks. Damaged foliage can be trimmed as new foliage takes over.

The Russian sage might be pruned more for shape and just have dead material cut away. That might be best done in Spring. I don't trim mine to the ground. Will cut back hard some branches if they mess up the overall shape.