Peonies, Butterfly bush and cone flowers can be cut back now or left for the birds over winter and cut back in the early spring.
Hydrangea and Lilacs should only be pruned back to keep in size and that should only be done immediately after they bloom and then left until after they bloom again the next spring. They only bloom on year old wood so if your prune them back in the late fall you cut off all the wood that would bloom next spring and you'll get no flowers.
Roses should only be pruned down in the fall if they are extremely tall and would possibly break in winter winds and then only to about 4 feet. Otherwise just leave them alone until early next spring. If you have climbers do not prune them at all except for dead wood. Stake and tie them securely so they do not whip in the wind. But you also need to know what kind of roses you have. Some roses bloom several times a year. Other roses will only bloom once a year. For the once a year roses you fallow the same rules as the hydrangeas and lilacs and only prune once when they finish their spring bloom.
Don't be daunted by any of it though. Most plants are pretty forgiving and even if you mess up they will survive and you'll get another chance next year! To prune or not to prune rarely kills anything. Fertilizer is pretty much the same thing. The most important thing for all plants is the right amount of sun exposure and WATER!
