Whatever you can get there, that you like the look of and are comfortable with in other respects. If you end up using composted manure or other manure product be sure your tetanus shots are up to date.
i use licorice root mulch for all my beds. it doesn't 'grey' out too quickly and it doesn't wash away when it rains. it degrades over time - and has made my soil really nice over the years. always leave a buffer area between your mulch and the base of your plants - roses or otherwise. about an inch to inch and a half in diameter of clear.