I stick to antique and English roses. They tend to be hardier and highly scented. The English varieties need a year or two before their stems are strong enough to hold up those huge blooms, but after that they're fine.
I agree with Chico2. Stay away from the cheap bagged roses unless you can buy them in March before they break dormancy. Once they've started to grow in that bag, they're going to be hard to keep alive. Potted roses that look strong and healthy are what you want to start with.