It's a matter of personal choice whether you cut back your ornamental grasses in fall or spring. Most ornamental grasses will remain attractive if left standing throughout the better part of the winter. They may even provide food for the birds. However they may also provide shelter for mice and voles.
If you do choose to leave your ornamental grasses standing, you will want to cut them back by early spring, before the new growth begins to grow into the old blades and makes it impossible not to cut back both.