Personally I am with the crowd that is against invasive species but... burning bush (Euonymus alatus) should be pruned after it has bloomed in the late spring/ early summer (here they are done pruning by late June). I would make deep heavy cuts to thin (especially if it has not been pruned well in the last few years, this promotes undergrowth) and as jwholden said remove any crossing branches. Then you can go back and finish by shaping it with the hedge pruners. If this shrub is wildly out of control, cut it back to an inch or two above the ground in the spring and it will grow right back. It grows like wild fire (thats why it is on the invasive species list)! I was always taught that besides the risk of winter burn (as a result of desiccation) there is an increased risk of fungal infection to plants pruned in late fall. The best thing to do when dealing with this kind of question, because we are all from different parts of the country, it to look up the closest state cooperative extension service (usually through a college) and they should have some guidelines published. If there is nothing published usually you can get someone on the phone from the co-op to answer your question. There is no shame in asking a question. We are but humble landscapers, the men and women at the co-op are usually doctors and professors. Also if you are ever bored (like we get during the winter in the northeast) look up the invasive species list for your region. I know when I looked up mine I was very surprised at some of the species on there.