Thank you. I think a bit of pruning helps keep your plants healthy and makes pest control easier. The variety makes a big difference in how I prune. Some are fine left alone, and others need a regular trim to look good. In general I hope for a natural branching about 10 inches up the stem and I clean everything below that. In some cases the plants branch too much down low or grow too tall and I do more topping and pruning. I try to end up with 4-6 major shoots that support the fruit and side shoots. Basil is another good plant to practice pruning on. I try to shape my basil plants like my chilies.
Here's a Fatalii that has just been cleaned up. Notice the 5 main shoots above the first fork. I try to keep the shoots and leaves cleaned out of the middle so it's a bit more open. I go a little farther than necessary and lose a bit of production, but it makes harvesting and pest control very easy. The plants also hold up very well to wind and rain.
Hope Lee doesn't mind me linking to his thread. Here's one of his seasons and the shapes of the plants are perfect. I don't know how much is pruning vs. plant health and conditions in general, but there's probably a ton of great info throughout:
http://www.thehotpepper.com/topic/7721-lees-2009-grow-season/page__hl__2009