The much loved lavender plant is categorized as a subshrub. It has a woody base like a shrub, but also soft top growth like herbaceous perennials. So lavender does not go completely dormant in the winter, it only rests. This enables it to produce the top growth more quickly as the weather warms up. It also makes it susceptible to problems when it is grown in areas where there is frequent freezing and thawing.
We need to wait for summer before we prune our lavenders. Be sure that you can see the new growth and therefore distinguish the live from the dead wood. Then it is safe to remove dead flowers and stems and shape the plant.
Remember never to cut lavender completely to the ground. I used to cut mine down in the fall and the results were disastrous.
Other subshrubs that don't benefit from either fall or early pruning are Russian Sage, and culinary herbs such as Oregano, Marjoram, Sage, and Thyme. Never prune these lower than four or five leaf nodes above the soil.
As well as judicious well-timed pruning, lavender needs full sun and really good drainage, so likes slopes or raised beds best. A native of the Mediterranean region, it resists settling into Midwestern gardens unless we pamper it a bit.