Could it be frost bite? where do you have your roses at in your yard? sun or shade?

I'm not an expert but it sounds like they need some fertilizer if it is just yellow leaves. Now, if there are black spots then it could be a fungal disease. You can spray a mixture of baking soda and water for this (google for exact proportions). However, with all the clouds and rain lately, I'm guessing they just need a little pick-me up of fert.

Joe and Tanna,

Most of the roses are in full sun with a few getting partial shade. They are scattered all around the yard in different exposures. I did have a lot more winter killed canes than usual this year. I just finished pruning the dead wood out of 15 of them this weekend and I am hoping that helps perk them up. Maybe they do just need a little feeding. I don't typically fertilize them much tending to treat them more as landscape shrubs. I have had black spot on some of them last summer but there are no spots currently. Just anemic looking yellow leaves. I tried searching the rose forum for "Why are my rose leaves turning yellow?" but at >2400 sites coming up I was overloaded. Maria

Maria, Do you sterilize your pruners after each rose is pruned? You mentioned that your Sir Thomas Lipton turns yellow. Maybe it isn't the shade, but a virus. If you use the same pruners without sterilizing between each rose , you can easily spread decease. Here's a good web sight that might help with some of your problems.
http://www.gnb.ca/0009/0369/0012/0004-e.asp
Good Luck, Sandy