Well, Rebecca, I think that the thing to keep in mind with roses is that they're heavy feeders and they need a lot of circulation around them, so you want to be careful about what you plant directly under a rose, particularly hybrid teas.
Now, at the edge of the rose border, that's a different story. There are classics that go with roses such as catnip, or nepeta, which is beautiful with its gray foliage. And then there's lavender, which makes a great border.
Some silver plants that I love to use include lamb's ear and some of the low-growing artemisias.
When it comes to plants with more flower power, try some petunias, like Supertunia® Vista Bubblegum. Talk about the "wow" factor. Last year, I planted some of that beautiful blue African basil along with my Knock Out® roses. That and a few other perennials made an incredible show in my garden.
I hope these suggestions are helpful to you. Once you get started with roses, you'll always want to have them in your garden. Good luck.