And the answer to all things gardening - it depends :-) Depends on where you live, if you like the look of dried grasses and their seedheads over winter and it depends on the type of grasses you are growing. Many people like the look of the taller, deciduous warm season grasses in the winter landscape and do not cut them back until new growth emerges in spring. Others don't care for what can be an untidy look in strong winds or heavy snows and cut them back in fall or early winter or whenever they start looking really ratty.

Cool season grasses respond best to cutting back in late winter/early spring as well. And I generally don't recommend a wholesale annual cutting back of evergreen grasses - many resent it and can fail from such treatment and others just loose their appearance for longer than you'd like. I tend only to groom my evergreen grasses by combing out the dead blades, saving any major cutting back for when they need division and sometimes not even then. This would apply to the pampas grass, which I personally think looks terrible if cut back annually.

I cut mine down in the spring, when I can get to them through the snow. Usually, March is the best time for me. At that point, I cut back ALL of my grasses, and let the new growth reach for the sun.