There really aren't any good sprays -- home-made or commercial -- that I know of which are really good at deterring a wide variety of insects.
The best I can think of is neem oil, an organic product you should be able to find at your local garden center. It has properties that insects don't like and can reduce the number of insects that come to your roses.
Depending on what insect pests you're experiencing, you might also look at attracting beneficial insects by planting flowers such as daisies, zinnias, catmint, or lavender around your roses. These beneficial insects attack the bad ones -- doing the work for you.
Thanks for writing. I hope this helps!
---Justin, Senior Garden Editor, BHG.com