Depends on which type you are wanting to move and which country you are in. For the UK most can be moved now as long as the ground is not frozen as they are dormant during the winter. Any time from November up until February is ok.
If they are winter flowering shrubs then I would wait until they have finished flowering and move before the spring.
If you dig a trench round the root ball and wait until there is a good ground frost then move the shrub and because the root ball is frozen you should not loose too much of the soil