Well, if you dont mind marigolds, they are good as they tend to deter aphids, any of the aliums too (onion family) do the same thing, garlic though its more a herb than a flowering plant, cransbill geraniums look good and are perenial, and primulas for late winter early spring, and petunas look good but I wouldn't crowd the roses too much as you might encourage blackspot.

Society garlic would be good as it helps keep away aphids. So too does alyssum. They are both very attractive.
Dee.

Greg, the colour combination matters a lot.

For example, lavender is strictly a perennial but it looks good around the base of pink roses. White annuals like baby's breath look OK with red. Light pinks like gaura look good with yellows, whites and deeper pinks.

I have found the books by Susan Irvine "Garden of a Thousand Roses", "Rose Grdens of Australia" "Hillside of Roses" to be very helpful as I am trying to work this out also. Your local library should be able to find one of these for you. The pictures help a great deal. It is a good idea to plant one of a few things and find out what grows easily in your area (eg penstemon grows like a weed in my gardens so there will be a lot of that around my roses) and then you can divide it up when it grows large and plant in many places.