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I just cut off the leaves that look like they aren't going to make it. I don't spend a lot of time messing with the plants usually. I do keep an eye for algae and make sure something doesn't start there like bba. Pruning usually helps with new growth.
I agree with Fort. It is a good idea to trim off leaves that don't appear to be doing so good. If they are left in the tank, it give algae a good place to start growing. I usually only have this problem with plants that I just bought.