We've all seen sprawling, woody, leggy lavender, and most people would assume that all old lavender bushes look like that. Yes and no. If you like the way the gnarled stems look, then that's fine - let your lavender age naturally, and either don't prune it, or just trim the flower stalks where they emerge from the foliage after the heads have gone to seed. As a point of interest, goldfinches love lavender seed, so if you leave the heads on over winter, it will provide them with a source of food.
If, however, you have your lavender planted next to the lawn, and don't want it to sprawl into the grass, or just prefer it to stay the rounded, compact, bushy mound you originally bought from the garden centre, then a little more aggressive pruning is needed. Don't just cut the flowering stalks off, but cut back most of the current season's growth (the soft grey-greeny bit). This will encourage the buds lower down the branches to stay active, and ensure that next year the flower stalks will grow from pretty much the same place they grew from this year, and that the shape of your shrub will stay the same.
This is because plants will generally grow from the highest point available, so as to outdo their neighbours in the competition for sunlight and pollinators. Even if it has produced several potential buds down the stem it's only the top one that will break into growth.
People are a bit scared of being too harsh with lavender, but fight the fear! Consider the lavender farms in Provence: all those long straight rows of lavender, that we've all seen pictures of. They don't pussyfoot around - they send an enormous great tractor down the rows, cutting them down to the same size every year with great big mechanical teeth.
Of course, once the stems have already become old and woody, cutting into them will not produce abundant new growth and may cause the plant a severe setback, or even death, so you can't rejuvenate an old sprawling lavender shrub, and return it to a fluffy ball; you can only MAINTAIN that shape by yearly pruning from the beginning.
You can see in the picture below that the lower nodes of woody lavender stems keep producing new growth if they're exposed to sunlight. It can be tempting to hack an old plant down to these hoping that it will re-emerge rounded and bushy, but it's not really a good idea. Even if it doesn't die of shock from having so little photosynthesising leaf left it will take a long time to recover. To me, a plant that has outlived its usefulness is an opportunity to try something new! Even if you want to stick with lavender, there are many mouthwatering cultivars to choose from.
The same principle can be applied to lots of grey leaved Mediterranean shrubby things. Santolina (curry plant), for example, Ballota, Helianthemum, and so-on.
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