Early spring, well before they leaf out, is as good a time as any.  Winter, during dormancy, when there are no bugs and a clear view of the canopy structure, also good.  Early Summer can be rough, as the tree just spent all this energy on leafing out, and 
are expecting a nice return on that effort.  You can prune away dead stuff pretty much any time you like.
I'm sure somebody around here has a bit more experience with trees down your way than I do.   
Out of curiosity, what are ya pruning?