Rugosas are the roses most suited for salty, windy, and wet places, but they might not grow as well in Florida as they do in other places.
Gardening in Florida, you'll find that you may have problems with root knot nematodes, which shorten the life of most roses radically. Typically, own-root roses are killed by the nematodes within their first year, roses grafted onto Dr. Huey live for about 3 years, and only roses grafted onto R. fortuniana rootstock can live indefinitely. If you're in an area where these nematodes are present, you'll want to look into fortuniana-grafted roses..