The ones you want are called 'Hybrid Teas'. There are even some Florist roses that are also good garden roses that you can buy to plant in your garden. Be advised that in Florida you may have trouble with a disease called Black Spot, which you will have to deal with. Some parts of Florida also have trouble with a soil pest called a nematode. To deal with this pest you may need to buy roses on a rootstock called Fortuniana.

You can cut off anything that is completely brown and shows NO signs of pinkish bud growth on it. I wouldn't cut anything off the green canes yet. Wait until they have leafed out and then you'll see where they need to be cut back to. You can still safely buy and plant roses in your zone but I'd do it sooner rather than later. I wouldn't attempt planting anything after mid-June. Are those "brown" leaves at the tops of the canes or the bottom? A lot of roses have new growth that starts out reddish brown and then gets green as it matures. Climbers are notoriously S L O W growers! It will take at least 3 years before you will see any real height on them. General rule: 1st year sleep, 2nd year creep, 3rd year leap! And sometimes it can even take 4 or 5 years to get a really full look. And in your zone you may have to do some heavy pruning each spring anyway due to winter die back. You gave the answer to the black spot question. You got them right off the truck. Those roses had been packed closely together in a dark, hot, probably damp truck for who knows how long traveling. Perfect growing conditions for a fungus! The nursery probably never had time to spray or clean them up before you bought them! Have you ever gone back to talk to them about it? My bet is that if you had they would have done something about it. Most small local nurseries are pretty good about customer service. They need your business and are willing to work with you to keep it.

Can you post a picture?

There are two culprits here -- 1) yes, sawfly larvae (aka rose slugs) are chewing the leaves, and will continue to munch them down until they leave the bare mid-vein, and 2) the round holes at the edges, looking like they were made with a hole-puncher, were done by leaf-cutter bees -- they don't eat the leaves, and tend to have just one period of activity when they cut foliage to line their nests. :-) ~Christopher