Thank you for your question, Gail.  Although you can remove flower stalks any time of the year, maintenance pruning should wait until all chance of frost is past, so late March.  Spanish lavender, especially, is susceptible to injury if pruned when it is very cold, since it is native to a hot, dry region.  This Extension article has good information about lavender, generally, with lots of other helpful tips:  https://extension.colostate.edu/docs/pubs/garden/07245.pdf

Good luck!