I love using plants that have more than one season of interest, and perennials such as Verbena Bonariensis, Echinacea, Phlomis, Alliums, Eryngiums and Echinops all have seedheads that are just as great when the colour has faded, but by the beginning of the new year, should they stay or should they go?
I usually use as a rule of thumb, how upright are the stems? - is there any mildew/or dead soggy foliage that could harbour pest and disease? and does it still look good?
and unlike other Sedum heads which have flopped by now, Sedum Matrona is still upright.
but these Asters have had their day, and need cutting back to ground level
And Hydrangea seedheads should be left until late April before being cut off to ensure that the new buds have some protection while there is still a risk of frost.
But then when they look as good as this at this time of year, why would you want to get rid of them
Mophead Hydrangea, Hydrangea Grandiflora, Hydrangea Paniculata, Hydrangea Nigra.