They are quite easy but you have to time it right. When they are blooming you will probably never be successful. As you guessed, I do all my cuttings in the spring. Those nice big shoots with thick green stems are easy as pie to root. Use rooting hormone and keep the soil moist. It helps to keep them in a cold frame to keep humidity up but it has to be in the shade or else they'll bake.
I've also done it with hardwood cuttings over winter but it was less successful and frankly less fun.