The best way to prune herbs is to keep picking them for use in the kitchen - little and often. However when the weather warms up you can give your perennials (rosemary, lavender, sage, and thyme) a good haircut! Don't cut too far back into old wood though as they don't really like it. Having said that, I had a huge rosemary bush at my last house and I cut it back hard and it still re-sprouted.