If pruning in Spring, prune as hard as you dare into the last season's growth, not older.
This is because Lavender does not usually re-grow well from old wood. In the first year or two you can just prune with secateurs, because there aren't too many branches. After that, a good old clip with shears into a nice bun shape.
Lavender isn't a terribly long-lived plant, and can look scrawny after 5 or 6 years. Mine have just come out for this reason.
Rather than Spring, I tended to do my pruning at the end of the season - still smelly and good for making lavender bags and you can see easily the season's growth.
The only risk in this is if you will possibly suffer from very hard frosts, which might cause some die-back. But it's not a problem I've found and here in the East, with wind straight off the Urals, brrrrr...
Have fun,
James