I've tried cornmeal sprinkled around the roses and had some luck with that. I used a copper spray on the neighbors roses and I think that it helped. Not sure as I was gone for a week - but I noticed that they looked much better when I was pruning them yesterday.
Just remembered one more remedy that works (sorry, I no longer grow roses, no time). Take leaves from tomato plants, about a cup full. Mix with one quart water in a blender, blend until really chopped up like slush. Strain to remove pulp, spray once a week. Same as neem, start early and maintain a regular schedule.