The newer, improved varieties are pretty self-cleaning. But if you're like me, you'll want to deadhead just to neaten things up a bit.
One thing to remember about waves (new or old), after awhile they will all start to get too leggy. While their natural habit is to sprawl, they can get a little barren in the center. When you see this happen, be brave and cut back those "arms" and "legs". Take off about 6 or 10" inches from each "limb". That'll promote new growth from the center and new side shoots from each "limb".
BTW: Don't forget to collect the seed at the end of the season. Wave seeds can be pricey and even more costly if you buy them as seedlings. They are, IMO, super easy to start yourself.