Winter Pruning
In spite of what textbooks may tell you about pruning, we do the bulk of our deciduous pruning in the winter months, when the plants are dormant, in order to take some of the workload off the hectic spring months of the year. It's also much easier to see the framework and plan the appropriate cuts when there is no foliage on the plants.
We're able to get away with this on the West Coast due to our fairly temperate climate, and it really does help tremendously to have all our roses and hydrangeas sorted before the surge of spring growth makes things go bananas!
Pruning Gear
Along with my secateurs, in the winter I carry a folding saw (my preference is for the Silky Pocketboy 170mm because it fits so neatly into my toolbelt or a pocket), Felco loppers and a heavier-duty Zubat saw for bigger cuts.
Best to use a pair of loppers when you need more oomph than your secateurs offer (generally, you shouldn't cut anything bigger than your 'peter pointer' with your secateurs) or when you need some extra reach to make a cut. I especially appreciate the short-handled Felco loppers for working in densely-branched shrubs and trees, they're so much easier to maneuver.
Common deciduous plants that we prune in January/February/March in Victoria, BC
climbers: wisteria, climbing roses, honeysuckle, group 3 clematis (only the ones that flower June-Sept.), actinidia
shrubs: roses, physocarpus, philadelphus, hydrangeas, spiraea, cotinus, weigela, sambucus
trees: apple & pear trees, Japanese maples, crabapple
Generally we wait until March to prune anything that might be a little tender, like hardy fuchsia or buddleia. And I prefer to leave hydrangea flowers on the plants as long as possible - because once you remove them the shrub just looks like a big pile of sticks.