While there is a thread on pruning mangoes here, I thought I'd tell you that this year I pruned my Glenn much later than usual (due to this crazy blooming season in South Florida). The standard rule I've heard is right after harvesting. This gives time for some nice late summer/fall growth heading into dormancy. So, essentially, as long as it's not a very late bearer, (Keitt, Neelam, etc) your should prune as soon as you've picked your last mango.
Of course, if you're with a younger tree then it might not matter as much. Glenn is quite vigorous (and woody = too much stored N) and should be pruned with regard to that and creating the right future canopy.
Keith
