In my experience, the only ones that prove to be avoided are the darker colors mostly reds, no scent, and very low growing. i.e. trumpeter, valentine, etc. but if the concentrations of beetles are high enough, even these get eaten although they are chosen last.

Silk.
Plastic.
That's about it.

sc_gardener, thanks for the suggestions. Yes, Valentine is one I've thought about growing. I heard it makes a great cut flower. How is it for blackspot resistance? Does it have good vigor? In SC you must not have to worry about hardiness...I wonder if it is reliably hardy to zone 6b. Some that should have been hardy to zone 5 or 6 did not survive the winter here, even before the big freeze in April.

I hadn't heard of Trumpeter yet. Thanks again.

Gnome de plume,
Winter hardiness in Tennessee is also dependent on your growing roses on rootstock that does well in your soil, on your not fertilizing the roses too late into the fall (and not cutting the roses back in fall), and in having roses that are intrinsicly healthy in fall so that diseases don't overwinter. (This includes not making spring and summer fertilizer applications that our late fall warm spells and rainfall cause to kick in.) Avoidance of spring cankers is a necessity and that is something each of us learns in our own gardens.

When the JBs come out of the ground, they basically have two things in their tiny brains - eating and sex. They will forage on anything they can handle - roses, other flowers, fruit tree foliage, even weeds. Once the eating and mating are over, and the eggs are laid, their lives are over. They die and you will not see any again for another year. To my knowledge, no real rose is immune, and I have even seen them clustered on the plastic variety. I guess being able to tell real from fake, is not their strong suit.

The JB didn't bother Black Magic at all as I remember. They left Abracadabra (another scentless red) alone for a long time but then started to eat the leaves on it for some reason. I think maybe it was too close to The Prince which they really liked so some of them moved over a bush when it got too crowded. I'm using Sunsprite as my sacrificial rose since they really like that one and I'm not quite as fond of it. I figure that one they can have and it should reduce their population on the other roses and my poor cherry tree.

My strategy is to keep planting roses. I figure I'll eventually get to the point where I have more roses than beetles. I've been meaning to put down Milky Spore too but I haven't gotten around to it yet. These shorter hours of daylight make it tough to get anything done after work and I've been working on other projects on weekends.

If you are not adverse to chemicals, put out Grub Killer on your LAWN now. The beetles are currently in their grub stage and are feeding on your grass roots just below the soil. As weather cools down they burrow further down for survival, and are harder to kill.
The second of my one-two punch for controlling them is applying Imidocloprid (sp?) granules to the rose roots around the time when your roses leaf out in the spring. You can buy this as Tree and Shrub Systemic Insect Control (or something like that) from Bayer, available at Lowes. (Do not confuse this with their Systemic Rose Insect Control plus Fetilizer. That is a whole 'nother chemical, Di-Syston, that is very much less environmentally friendly and dangerous to you than Imidocloprid.)
The systemic granules are applied dry and will be taken up by the rose roots. It should kill any Japanese Beetles that feed on the LEAVES. Thankfully for the honey bee population, blossoms do not take up the chemical systemically, but this also means that the flowers themselves will still be munched on with impunity by the Japanese Beetles.
In my garden, the more fragrant the rose, the more the beetles like it. But this one-two punch has really reduced the damage in my roses from JB's.