Most are in agreement that the hollow stems of plants like Echinacea (purple coneflower) and Monarda (bee balm) are important for bees to nest in. There is some question though on whether gardeners should cut back their garden in late winter or leave all in place for the coming season. When do the bees nest, and when do they emerge? Here are some thoughts:
The stems you're cutting back this winter (from the previous growing season) will be new (AND EASIER) nesting opportunities come summer. We recommend choosing a height that allows your garden to look cared for and that will help to hold fallen leaves and other garden debris in place. Chop to 12-36” depending on plant size —leaving anything that grew in previous years (before last year) upright and in place.
Native bees are just as seasonal as the flowers that they visit and are active at different times April through September. They aren't believed to nest in live plant stems, thus there should not be active nests in what you are cutting back from last season (bees were already nesting by the time these plants matured).
There may be some structures attached to a sturdy stem or branch (praying mantis egg sack or black swallowtail chrysalis), so do a quick check before cutting.
You can, of course, keep all intact as we do in some gardens. Occasional thinning of excess material may be needed to keep thatch from crowding out new growth (thinking mostly of tall flopping grasses). It all depends on your current aesthetic preference, time available, and what the neighbors are happy with 
Here is an article with some additional information. And some awesome information on Illinois native bees.