hi cybele, mine are just about on their way out too - each year i cut them right down to just above the soil, and they grow back every year. i tend to do this around autumn. i'm no expert but this works for me each year.
I usually remove the dead flowers heads as soon as they become unsightly. The plant doesn't waste any energy making seeds so you should get lovely flowers next year. I usually leave the stalks on until the first frost.