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The typical advice that I've heard has been to go out in the spring, just as or before new growth begins, to remove any dead or damaged canes, maybe thin out the center of the plant to improve air circulation (if powdery mildew has been a problem), and, for older plants, perhaps to cut out up to 1/4 of the oldest, least productive canes from the base of the plant. This last step forces new growth from the base of the plant, giving you blooms at all heights on the plant, rather than only at the very top (especially important for climbers).
Deadhead the flowers as they finish to encourage a new flush of blooms. If you do all the deadheading in one shot when the whole bush is almost done flowering, then you can gently shape the whole top of the plant too. After flowering is done for the year, leaving the flowers on the bush will encourage the growth of hips for winter viewing. Some rose varieties form larger hips than others, however, so if yours is one that makes only a few wimpy hips, then feel free trim away the flowers after that last flush also.
As Dora mentioned, roses can be very forgiving when it comes to pruning, so don't worry too much about making any mistakes. It'll all grow back sooner or later!
The great thing about gardening is that you always get a chance to start over!