Are you suppose to cut back Shasta Daises when they are done blooming?

Yes cut back the bloom stems. While they are blooming if you dad head you can increase the bloom production.

LOL

I always wait until the stems go brown, this way the roots get food for next year. I take a clump together and fold them in half then tie them together. Once the stems go brown, I cut them down.

Yes, you can cut the flowers stems to clean up their appearance. They will continue to turn brown if you don't. Just remove the stems.