I'm assuming CFL. Clipping is like religion around here, one of those questions you'll have across-the-board type answers.
I prune, but carefully. If you're running CFL bulbs only, I'd only take a couple at a time over a long period as to not further detriment the plants from loss of energy. With a higher powered light (HID), depending on stage, pruning can be very beneficial.
-spek
ps. I agree with above commenter's post, if in fact you do have only CFLs or similar lights.