Generally, roses can go without much pruning in the fall. However, if you live in a location that gets wind or that starts experiencing freezing weather in fall, you may want to do what we here in the Pacific Northwest call wind pruning. This amounts to pruning tall hybrid teas, floribundas, and grandifloras down to about 18 to 20 inches tall. For climbers and ramblers, you may want to bind the canes together to keep them from flapping about in any strong winds. See our post on winter rose care for more details.
Getting rid of the leaves
While it’s not required that you remove all of the leaves from your rose bushes, you might consider doing so after the first frost knocks off the bulk of them. Make sure you rake up and dispose of your fallen rose leaves. A number of fungal diseases form on rose leaves, black spot being the most common, and can over-winter in the soil if the leaves are left to decompose around the bush.