When to prune depends very much on the plant and on what you want to achieve. In general, it's better for the plants themselves if you prune them in late winter/early spring, when it's started to warm up but the plants have not started to leaf out their spring growth. It's less stressful to them, their wounds heal faster and it directs growth to where you want it. Prune in the summer if you want to retard the growth of the plant and make it smaller. However, you should stop pruning woody plants 6 to 8 weeks before you expect frost in order to allow the plant to heal and harden off properly before winter comes.
Another consideration is if and when the plant blooms and whether it blooms on old or new
wood. For example, rhododendrons bloom on old wood and set their buds in the fall for spring blooms. Therefore, you'd probably want to avoid pruning them in the late winter/early spring because you want to keep the buds. A good general rule is to prune blooming plants right after they bloom.
And yet another consideration is what pests you have in the area that may be invigorated by your pruning. Where I live, we avoid pruning pines at certain times of the year in order not to attract pine bark beetles.
Those are all general rules. I keep a chart of what plants I have and when I should prune them. Different plants have different requirements and my chart helps me not forget what and when I need to prune, so I am not forced into either pruning when I shouldn't or neglecting to prune a plant that year.