This will be early in the year in warm climates, and anytime between February and April in cold climates.
If you are growing old roses, prune them after they have finished blooming, they bear flowers on last years wood.
Remove any weak, twiggy canes that cross one another and rub in the wind.
Hybrid Teas and Grandifloras in mild climates are usually 4 to 10 feet tall and looking rather shaggy-prune off 1/3 to 1/2 of the height-in general leave 4 or 5 major canes and at least 3 feet tall. ( Remove the older canes for certain-this will trigger the rose to attempt basal breaks ( new cane growth )in spring and is fundamental to the health of the bush.
Climbers and ramblers will not flower profusely unless the canes are trained on a horizontal plane. Cut the long-established canes to the place where they are slightly thicker than a pencil-then cut each side stem that has flowered to the lowest possible 5-leaflet stem-about 1 to 2 inches from the main cane. This will cause the cane to flower along its complete length.
Remember...do not put any pruning remains into your compost heap.