If it's a once blooming rambler, prune it only after it blooms for this year, and then let it build up its character for next year's flush during the rest of this year. If it's a continuous blooming climber (e.g. Joseph's Coat), then prune away whenever you'd like to shape the bush. Better to leave the green long canes there, and to train them as horizontal as you can for best blooms, and to rid yourself of old, grey wood. A climber will keep trying to produce long canes, and if you keep cutting them off, you will find yourself in a neverending battle, rose wants to grow long canes, owner wants them gone, lol.