Not all fruit trees are the same, so before you sharpen your pruners, make sure you have an idea of what's okay to cut back now and what should wait.
Apple and Pear trees are great candidates for pruning back in the colder months. During this time they will enter their dormant phase. It will be easy to see what parts of the tree have died off. Remove all dead limbs, and feel free to prune back unruly or out of place branches up to 2/3 of their length.
Plums, Cherries, Apricots and Peaches, however, are a different story. Wait until late Spring/early Summer to prune them. The cold and wet temperatures can often expose them to fungus the Apples and Pears are more resistant to. Avoid pruning when rain is expected.
Always use sharp, heavy duty pruning shears to avoid splintering and potential damage to your trees. When making large cuts you can also apply a pruning sealant over the freshly exposed are to prevent bugs and disease.