Since citrus grows in a leap-frog fashion, with the canopy growing in several 'spurts' per growth cycle, from the perspective of energy retention it would be better to prune in spring before the spring push. Alternately, prune just before a growth spurt. If you're not familiar with your tree's timing, watch for the top to start exhibiting a definite growth phase. Certainly though, it won't hurt your tree if you prune it anytime between early spring and fall. If there is a season to avoid pruning, it would be winter, unless it's warm enough where you live that the tree is kept outdoors or you're growing under metal halides, HPS, or other good light source.
Al