The beginning of my cold climate rose care begins when I obtain a new rose. Our winter temperature here goes often down to 40 below. As you can imagine, not many of our rose bushes would survive even with covering. When planting a new rose, I always plant it with the bud union at least 4 to six inches, below the ground level. This automatically gives it that much insulation. It does not hurt your rose in any way.
You should stop fertilizing your repeat blooming roses with nitrogen after the second flush, and after blooming for the once blooming roses. Stop deadheading your roses four to six weeks before the first frost date for your area. This lets the rose develop it's hips and begin to prepare itself for dormancy.
You should keep watering your roses right up until the first frost. They continue to grow in the winter, building their strong root and canes, just slower.
Then in the fall, after the first hard frost has hit, I prune all my bushes down to six inches for ease of covering. Those further south prune theirs to about 18 to 24 inches to prevent winter wind rock.
Then mound the rose with well rotted compost, dirt, or other insulating material like sawdust to cover about 10 inches. If you live in the colder areas, then cover with a further two feet of straw.
Then cover it all with a waterproof tarp. Freeze and thaw is what kills roses during the winter. The secret is to keep them dry. The tarp is to prevent the roses from getting further water as the freeze and thaw comes through winter, and roses tend to not make it through winter if they are not kept dry.
I leave my bushes like this until there is sign of the first leaf buds on the trees that are NATURAL to my area. I then uncover them, leaving the compost as is. I fertilize and deeply water them. They will come back to life - don't give up hope! Once they have come back and I know what has survived, (I haven't lost a rose in several years) I then do a clean up pruning on them to take out any dead wood. I have glorious roses, and have continued my grandfather's love of growing roses here since 1940!
I go through this every year, and actually lose very few roses now. It took a few years to get it all figured out, but it's worth it!
Obviously everyone's climate is a little different, so we all take what we can from what we learn, and use what makes sense for our area.
Hope this helps - enjoy putting your beauties to bed!!