Brendan, welcome to the world of growing roses! I think you've gotten off to a very good start. if you want to see the roses I've grown in New York over the past 20 years, you can find them catalogued on this page of my photography website:
http://lens-work.com/public_ht...
Since I'm in zone 6b, and you are in zone 5b, there are some roses I grow that might be borderline or not quite hardy enough for your area further upstate. However, most of them would do fine in your neck of the woods. Still, if any of your roses are grafted onto rootstock instead of growing on their own roots, you might want to make sure the graft is buried a few inches below the soil surface. You might also want to give them winter mulch or pile loose soil around the base during their first year if they are grafted varieties.
I agree with Arico in that I usually associate powdery mildew with drier conditions, but I've come to learn that anything is possible in my rose garden, and powdery mildew sometimes shows up after a dry spell that has suddenly turned humid. However, my concern with fungus infections goes beyond their aesthetic impact. Although rose bushes can continue to bloom even after becoming nearly defoliated by particularly bad outbreaks of blackspot, it doesn't mean that they will thrive the way they would with healthy foliage -- for the simple reason that the loss of leaves inhibits the plant's ability to photosynthesize and produce energy. The loss of a few leaves is no big deal, but under the right conditions, blackspot can run through a rose garden like wild fire and defoliate a plant in just a few days.
That's why I use both a preventive spray to prevent black spot, as well as a contact fungicide to kill it on contact if it does manage to appear. I also alternate the sprays I use to avoid the problem of resistant strains developing in the garden.