When you are looking to buy a rose, the first thing you should look for is if the roots are moist. In a container rose, this is easy to tell by feeling the soil, but in a packaged rose it can be more difficult. If the package is very light, or you can see that the soil or planting mix inside is dry, then the roots are probably dry, and you don't want that one.
If possible take a look at the roots. Bareroot roses should have a mass of long fibrous roots. Don't buy a rose that has short spindly roots, or has had its roots pruned. In container roses, the roots should have white tips, and ensure that the roots are not encircling the inside of the container or growing out the bottom. Also avoid roses that have blackened or girdled roots. If you don't start with strong healthy roots, your rose already has a strike against it.
The canes of bareroot and packaged roses should be supple and green, with small buds and the canes should be at least as thick as a pencil. Don't buy roses with dry, shriveled canes. If you can check the pith on the cane (the layer immediately under the bark) it should be white or green. If it is beige or brown, that cane is probably not live.
If you are looking at a grafted rose, the rootstock neck just below the bud union should be at least as big around as your thumb, and have no visible damage. This neck section should not be any longer than 3" or it becomes awkward to manage when planting.
Avoid buying bareroot and packaged roses that have long pale shoots growing up from them.
At the grower's, roses are sorted into three grades according to the size and number of main canes. If you are purchasing from a reputable nursery or garden centre, or a recognized rose grower, than you are more than likely getting a Grade 1 or 1.5 rose, which means it was of excellent quality when it left the grower.
If you are purshasing from the box stores, or the bargain shelves, you are not guaranteed quality, and you may not even get what you thought you purchased. Often these stores carry the end of sale lots etc. so that they can be cheaper, and often these roses are the ones a little weaker, have not been identified, or misidentified, etc. So in short, you get what you pay for.
I hope this has helped you. Feel free to come back with questions anytime!