In a nutshell, your established lavender needs a yearly buzz cut. Annual pruning encourages good foliage growth and results in a full, round, and robust bush with many years of bloom in its future. If you left the lavender stems after they bloomed back in the summer, just clip those away now that they are brown and spent. (Gather them up and toss them in your outdoor fire ring for a fresh scent...it's a great fire starter too.) Then, trim off additional foliage, leaving 1 inch all the way around, being sure not to cut too far into the woody stems. Trim away the green foliage to create a nice rounded shrub. Make sure to sweep up the trimmings for a scented mulch that will keep the deer out of your pansies, to freshen pet beds or place in bowls on the top shelf of your pantry to keep the moths out. The possiblities are endless!
If you do not prune, your lavender will sprawl, get heavy on the outside limbs causing the bush to open up. Eventually, the inner trunk will split, moisture will get in there, and the lavender in time will go to the great compost heap in the sky. So, lets GET TO WORK!