Generally, it is better to resist the urge for fall pruning and wait until next year, when the effort will have greater benefit for the plant. Pruning too late in the season can in some cases reduce the amount of flowers you will have on your roses next years as well as risk damage to the health of the plant. Pruning stimulates a plant to produce new growth; tender growth at the end of the season is at greater risk of winter damage which can lead to further plant die-back.

There are some situations that call for a a fall pruning. If your rose will be subjected to strong winds or has become so unwieldy that it could fall over, you can reduce canes in the fall to limit breakage. If your rose is growing in a container and it will need to be moved or wrapped to protect it, pruning to avoid broken stems may be unavoidable. If you live in an area with a much colder winter than the New York Area, you may need to take additional precautions before winter.

In Denver, the USDA hardiness zone is 5b to 6a and the advice of the Denver Rose Society is to wait until two weeks before the average last frost date (which is May 10 in Denver). If you are in an even colder zone or need help estimating the last frost date for your location, you can contact the Colorado State University Cooperative Extension through this link for precise local help. The Denver Rose Society also has this great Rose Growing Calendar for Denver and the Front Range that you may find useful.