A. It seems there are no hard-and-fast rules out there about cleaning out birdhouses at the end of the season. If the nest is soiled with feces or ridden with mites or other insects, you should remove all materials and clean with a weak bleach (1part bleach to 9 parts water) solution.
We have left nests in our boxes, one of which is used regularly as a roost box by a sweet Downy Woodpecker female. If you'd prefer that the nest remain unoccupied during the winter (whether by birds or by mice or squirrels), you can seal the entrance or leave the box with panels wide open.
RELATED POST: This Downy's a Sweetie (about the downy woodpecker that roosts in a bluebird box)