Many trees and shrubs in Colorado need to be pruned either in late winter (February) before coming out of dormancy, or in the late fall after the heat of summer is finished. When you prune depends on the tree or shrub, and whether it flowers or not.
How you prune is important too, as making cuts incorrectly can kill a tree or shrub over time. This video from ALCC shows how to make proper cuts, and here are helpful articles from CSU Extension on how to prune:
Pruning Flowering Shrubs with excellent illustrations
Best time to Prune Colorado
How to Prune Shrubs
How to Prune Evergreen Trees
For roses, hydrangeas, vines and other flowering plants
Better Homes & Gardens Roses Pruning Guide