Most roses can be cut back by about 1/3 in February. If the bush is a "once bloomer", that is, if it only blooms in spring and does not repeat bloom through the growing season, wait to prune until after it blooms or you will be cutting away all of next springs bloom buds. You can also cut repeat blooming types back by about 1/4 in late August to stimulate late summer to fall growth and a better bloom display in October.
Climbing roses are another matter. They also tend to be "spring only" bloomers rather than "repeat bloomers". However, their vigor and your desire for their growth habit (covering an arbor, fan shaped arrangement on a wall, "pegged" to the ground in a spider like fashion) determine the type and amount of pruning you will want to do.
A final word of encouragement is to not be afraid to prune your roses back. A vigorous rose will quickly respond with plenty of new growth. Most people seem to err in not pruning vigorous growing roses enough, ending up with a dense, thorny mess.
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