It depends on the rose and the specifics of your environment. Some roses do better own root and some do better grafted. I prefer own root because I feel that they live longer. Some people prefer grafted because they grow quicker, etc. I think that many older roses are better own root, but I am generalizing.

You can find propagation information by doing a search...assuming that the search function is working.

Growing roses from a cut rose.

Search using Google.com for "rose propagation".
Go over to the "Rose Propagation" forum.

The recent grafted/own root discussion: last 9 years of grafted vs own-root.