I deadhead mine whenever the flower sprays are finished & turn brown. I either pinch or snip the faded flower stem back to the first set of leaves at the base. I leave a few of the ones that form seedpods if I'm planning to harvest seeds. Other than that, I don't do anything to put them to sleep. They'll go dormant on their own. Cut them down to about 8-10 inches in early spring since they bloom on new growth.

and it is best to leave them up for the winter. Sometimes cutting them down in the fall can cause problems.