I wait until February to cut mine back ..........if you cut them back now, they could re-sprout on warm days and then be killed back again when the next freeze comes. I know they don't look very attractive, but I have learned to live with it as another part of winter I don't like.

Like Carrie said; however, a few things in prominent places that look really raggidy like Esperanza in the front yard I cut back if the stems are totally dead. Cutting back perennials with green stems such as roses will induce them to sprout new foliage too early. Plants with soft dead foliage I tidy up by folding it around and mashing it down which serves as a mulch to protect the roots from further low temperatures.