I use Safer insecticidal soap to get rid of aphids and it works very well. My ladybugs always seem to fly away. And praying mantis' are rather lazy-- you almost have to place them on the affected plant to get any results (although they are way cool to watch!).
What occurs to me, though, is that you said the rose plant leaves have little oval and round holes in them. Aphids just pierce the stems and soft tissues and suck the fluids, they don't actually nip at the leaves. Look closely and see if there is some other kind of insect around. Although soap will take care of the aphids and other soft-bodied insects, if you have beetles or an insect with a hard shell attacking the leaves, you will need a stronger insecticide.
Try googling Gardens Alive and see what is on their database for symptoms.
Can't you just eat what I put in front of you? Do you have to know what it is?
Ria Parkinson, Butterflies (BBC, 1978-83)