I've spent some time over the last couple weeks doing some winter pruning of landscape trees and shrubs. Winter is a good time to prune, since the structure of deciduous plants is more apparent without the leaves. I don't prune for the sake of pruning; I don't think plants need it except for specific landscape objectives—mainly to make the tree or shrub more attractive.
I prune to remove dead branches, and crossing or rubbing branches that would eventually cause more dead branches. In some cases more open structure improves air flow and can improve the health of the tree. Multi-stem shrubs I rejuvenate by cutting off a fraction of the oldest canes just above the ground. The redosier dogwood, for example, has much prettier red twigs on younger growth, so I try to keep the shrub from having too much old wood.
Finally, pruning small branches now can prevent problems later on, by directing growth in a different direction or by removing weak crotches. But a given species is going to grow to be what it wants to be, and I won't try to use pruning to change that.