When pruning roses one thing you will want to do is trim off and dead head during the growing season this helps create more flowering and keeps the beauty of the roses appearance during the year.
As for heavy pruning and thinning this will be done after the leaves start to fall off and we have had a frost or 2. ( late February or early March )
After you have winterized your roses, by adding an organic mulch to the base of the bush and up to the crown of the bush ( this is to make sure the roots are protected) make sure to pack down the mulch, you can also add straw too, you will need to follow as below.
You will want to do 2 pruning sessions one with lighter pruning and the 2nd will be when you cut them down and thin out heavy
You will want to prune out crossing branches as well as any dead branches, prune to with in 6-8 inches of the main bush stem, not to short , just above an out ward facing bud, pointing towards the center of the rose bush this helps keep the roses from growing outward and keeps all blooming bunched up. Step back every so often and make sure your shape of the bush is how you want it.
After you have finished pruning, I like to fertilize the roses we also add a little more of the organic mulch around the roses.