Fern leaves die out completely above ground in our climate. New leaves will appear next spring. They'll be fine next year. I wouldn't bother pruning them, myself. Too much other work to do! :)

I have lots of ferns, and they are looking pretty ratty this time of year, they usually do mid August, especially if it has been dry.

I think its easier to cut away all of the dead stuff in early spring, than to deal with it in the Fall, but it may depend on where yours are. Mine are in the back so I dont need to worry about them looking a mess.

Assuming we are talking about the common Ostrich fern, I knock the fronds down in late fall when they are so brittle they snap off easily. I leave them where they fall but move them off the crowns. I prefer doing this in fall because I do not want the crowns buried under frond litter come springtime so it is easier to harvest the fiddleheads - one of my favorite spring "vegetables". :)

Agree with others, if you do not do anything in fall the weight of the winter snow will do most of the work for you. The fiddleheads will find a way to poke through come springtime or you could do cleanup at that time, but avoid stepping on the crowns. If you leave the litter, the mess will be hidden once the fronds are fully unfurled.

Also agree that they get quite ugly this time of year (which is why I do not consider them to be a "front yard" landscaping plant), but they are so incredibly beautiful in May/June that I accept it. Sometimes we have to tolerate the ugly to get the glorious.

-Tom