Depends really on where you live. If your garden is quite cold then leave it well into march or even early April , just to be safe. If you are in a mild area then I would say around know or maybe in a weeks time should be fine. Even in mild garden (like mine) frosts can cause problems. They might not be cold enough to kill the plants but they can knock back early new growth, and kill the stems back to the base of the plant. OK if you intend to cut hard back, but if you want a larger plant for whatever reason, then this can be a problem. Just remember the old topw growth serves to protect the new shoots.
In my garden my fuschias are always fine without any winter protection, but normaly the top growth kills off the top growth, so they have to grow up from ground level each year. This year the top growth has survived, and is growing away already. It would be nice with some of the plants to leave some of this old growth on to get a bigger plant this year, as it seems a shame to cut back healthy live growth on plants that in the main dont grow that big most years. I know though that if I time any pruning wrong, a late hard frost could wreak havoc. Like wise it would be typical if i decided not to cut a couple of plants back, those would be the ones worst affected by such a frost!
I hope this helps a bit.
