First, please understand that once roses get blackspot, there is no cure, so what you are doing is controlling it. I have no issues with copper. I've used it for two years, not only on my roses, but other plants with fungal issues and no damage to plants. I would like to say there is potential plant damage that could occur from using ANY type of product, whether it is copper, a systemic, Neem oil or manzoceb. ,The decision to start spraying plants with anything should always start with a correct analysis of the problem. That's where pics of your rose leaves would be very helpful.
I've had numerous black spot discussions on various threads in the rose forum, and while most of our rose growing members agree that black spot is incurable, their recommendations of treatment vary according to their growing conditions and personal experience. Some members have had success with systemic, some with name brand fungicides, while others, like me, prefer copper.
One area of agreement over all is that any infected leaves that fall to the ground must be removed and destroyed, and that it's highly recommended that when spraying roses, the product needs to be sprayed on the ground/ mulch surrounding the bush, in a circle of around two feet.
The treatment of stripping all leaves from the bush has come up recently, IMO, it's too radical, and the result is to weaken the plant further and possibly add to the plants demise, yet I know of a member that does this and has beautiful roses.
I do agree that throwing everything but the kitchen sink at the plant, one product after another, is counterproductive and could seriously weaken the plant further. It's best to carefully choose a product and stick with that one for a specified amount of time before switching to something else.
Personally, I switch products every two to three years because it seems that black spot becomes somewhat immune to the same product used over a long period of time. I also spray the bushes and the ground with dormant oil after my first hard freeze; this was recommended to me by a respected horticulturist in my state.
As with anything that you would apply to a plant, whatever fungicide you choose to apply should be according to the instructions of that product. Many gardeners think that if a a little is good, a lot is great, but this only increases the possibility of damage to the plant.
Choosing a fungicide is therefore mainly a matter of choice. A phone call to your local extension agent is an excellent idea; he/she might be able to tell you what works well in your area. If you choose a systemic product, be sure to pick one that does not contain Imadicloprid, this ingredient has been found to damage honey bees.