It's already time to start drying hydrangeas - it seems like I just posted a photograph of them as they first bloomed!
I've been using the following method with quite good results the last few years:
Cut them when the blooms begin to fade but are still in good shape. Remove all leaves. Place them in a vase filled with water. Leave them in the vase and let the water evaporate - this will take weeks. If all goes well you'll have a nice bouquet for over the winter. Below is a photo of what they should look like when you pick them.