Posted: 08/11/2014 at 09:43
If you're growing it for it's foliage then it's usually cut hard back as you say. However, if you want the flowers and berries then it's usually only trimmed as needed after flowering in order to keep it a reasonable size.
If it's looking a bit leggy now I'd cut it hard back after the leaves have fallen. It's very young and this will encourage more growth from the base and thicken it up.
As you say, as you're in a windy spot cutting it back earlier in the winter will help prevent wind-rock allowing water to freeze around the roots.
However cutting it all hard back will mean you get good foliage at the expense of flowers, so when it's a bit more developed you can choose not to hard prune, or to only take one third of the canes out each year, keeping the growth rejuvenated but also allowing the older two thirds of canes to flower.