You definitely do not prune to ground level, since your plant is actually more likely to come back from where ground-touching stems have sent out roots. I'm not sure of your USDA zone or other relevant climate and environment, so all I'll offer is to mulch around the wood that you leave standing. I'd leave at least 6 inches up from the ground.

Thanks for your answer ! According to the map I found on Gardenweb, I live in zone 8, but in a big city. Do you think it changes something on your previous advice ?

I think the mulching is still advised. The more details, like climate (especially arid vs subtropical) and soil type, you provide, the better advice can be given. Another helpful bit of information would be your knowledge of your microclimates.

You said you have it in a pot. You don't really have to prune it, but if you want to control the size or make it bushier or encourage new growth, just trim it back to wherever you'd like it -- leaving 3 or 4 leaf axils below the cut. You can see where there are nubbins that will develop into new branches.

It is not hardy here but I have kept a potted one over winter inside for 2 years and this will be the 3rd (I plant it out in summer so it gets really big), and I trim it back for size. It generally blooms twice/year, early spring and early autumn.

About my microclimate, winters are not very cold, but it can freeze during the night. I think it's better I keep the pot inside for the next months. I'd like to trim it to make it bushier (as said raee). So the 6 inches up from the ground are still appropriate ?

Don't cut it closer to the soil level. You can leave it larger, though. Watering should be minimal. The surest way to kill almost any sage under winter dormant conditions is to waterlog the cold root systems. Barely damp is best, unless it is actively growing.

Ok, thanks a lot for all your advices, I'll make its new haircut this week end :)