For many of the common insects you can use Triple Action or Safer Soap, a water based (a gentler product) to control the problem. If the infestation is severe you may want to use a systemic product on your roses and ornamental plants. (note: do not apply a systemic product on any edible plants)
Aphids are masses of red, green, black or peach bugs that cluster on the new growth of buds and leaves.
Thrips are light brown and very slender. They live within blooms and cause them to shred, discolor, and distort.
Spider-mites are microscopic but visible spiders caused by dry hot weather and lack of watering. Plant leaves appear webbed on surface and red specks dot the undersides with webbing and moving insects.
Japanese beetles are metallic brown with a green head and they devour leaves, causing skeletonization.
Omnivorous leaf roller is a moth larvae that makes a cocoon-like structure with leaves. The leaves stick together along with unopened buds with holes bored into them.
Leaf cutter bees leave holes in pruned cane ends and remove circular pieces from leaf margins. If they burrow into the rose cane apply white glue to the cane end.
Rose Midge is a small fly that lays eggs in the soft upper stem. When the larvae hatch they eat the stem which causes breakage. The rose has unopened, drooping buds with a discolored stem slightly below the bud.