Hydrangea question

I was wondering what to do once the heads die off. Do I cut the dead heads off or do I leave them? I think I had read somewhere that you're not supposed to! Thanks

 

They are normally left on as they look reasonably attractive in their own right, and protect the emerging buds next spring (Hydrangea buds break relatively early, in the spring, so are prone to late frosts etc.)

 

Thanks Kristen I'll just leave them on then. I've noticed a few new heads popping up over the last couple of days too