I pruned the Lavender last month. The back garden doesn't get enough sun to sustain any of the Lavendulas but a Lavendula x intermedia does fine in the slim, sunny border by the front gate and is bushing up nicely.    
 Lavendulas are somewhat short lived as perennials go and get increasingly "leggy" as time goes on. They're at they're best for about 7 years with judicious pruning though they'll live longer than that. In fact the one at the front is grown from a cutting of the previous one I planted when I first moved in.
 The first thing I do when pruning is nip off all the flower heads to keep in bowls around the house. They have a wonderfully aromatic scent- slightly pungent but fragrant.