I prune a lot of perennials to make them bloom later or grow shorter (not need staking), deadheaded ( )and so on. A really good book about pruning perennials is this one: http://www.amazon.com/exec/obidos/ASIN/0881924148/ ... my mom gave it to me awhile back and I've found it to be really helpful, also good info on maintenance needs in general.
Good advice Liz, Especially about the staking. My delphiniums sometimes blow over. when I put in annuals in the spring I plant them, then clip off about a third of the whole plant. This will make them bushier and also take transplant shock better. I leave the seed heads on my perrenials till spring, so the birds can have some seeds. They help spread the plants around also....via pooping.