Hi there,
as for the lemon/citrus - yes, it can be done. Not sure what the actual success rate would be, but I have a lemon tree (ok it could be grapefruit, not sure) which sprouted when I had the seeds thrown it with my tomatoes last year. The tomato seedling came up, and just before I planted it outside, the lemon grew as well... I left them together till the end of summer, then potted the lemon tree and brought it inside for winter... Here's a picture:
[img]https://www.schoggifroeschli.com/images/lemon.jpg[/img]
I had spider mite issues, that's why the leaves don't look to happy right now...
I don't remember how many seeds I tossed in there, but only one grew, so keep in mind it is not guaranteed to succeed... I tried two others recently, no luck. (I have it in a pot with other plants now, just in case it's a late starter)
As for roses, I've read that they can grow from seeds, but they have to be stratified (kept cold) for a certain amount of time etc... You can search in the rose forum for an answer to that...
I currently have rosehip seeds in my fridge, hoping to plant them in march...
If you are wanting to start something now, I would recommend Hibiscus (there may be a bush or two in your neighbourhood which still has seeds on it). I planted some around christmas, and had a lot of success, I counted probably about 20 little plants before I decided I couldnt keep that many and threw the rest of the seeds into the garden ('you're on your own now'

).
[img]https://www.schoggifroeschli.com/images/hibiscus.jpg[/img]
this is one of the little seedlings
If you want to do cuttings - a fairly foolproof tree would be willow - I cut some at -8C and they rooted perfectly in a pot of soggy soil.
Only thing you want to watch out for, if they survive to grow big enough, you can't just plant them anywhere, over time they will crack water pipes and septic systems.... so some municipalities won't even allow you to put them in your garden...
Cutting taken on christmas day:
[img]https://www.schoggifroeschli.com/images/willow.jpg[/img]