DMC cotton embroidery thread #8 makes wonderful small roses. Thread crocheting is delicate work, so I have to take off my glasses to get the task done. However, these spools come in such wonderful colors that the extra effort pays off in lovely rose flowers.
My favorite yarn for larger flowers is wool. I like Brown Sheep Company's Nature Spun yarn since it comes in beautiful colors that are great for roses. Plus, since I need the rose color as well as a pretty green for the leaves, this brand has wonderful shades of green as well. I also use Paton's Grace cotton yarn for large roses, especially the soft pink colors.
Since real roses come in lots of colors, my yarn choices have to keep up with nature. Luckily I've found some great threads and yarns to make roses from, both large and small.