First, you need to decide if this is a real problem that needs correcting. Does it affect enough leaves to present a health problem to the plant" Is it a cosmetic problem that you don't want?
Second, you need to identify what is causing the "lacy leaves" so the appropriate solution can be used. The bristly rose slug can cause that type of problem, Japanese Beetles can also and what to use is vastly different for each.
Third, using the least toxic solution, start your treatment. This could be hand picking, an insecticidal soap spray, or something similar.
Fourth, observe the affect of the solution. Is it working?
Fifth, review what you did and starting at step one decide if something more needs to be done or if nothing needs to be done.

Do you have a picture you can post? In my rose garden, carpenter bees are responsible for lacy leaves. They are active in late spring early summer here. I enjoy watching them eat rose leaves, they work fast so they can be difficult to spot but the damage is minimal. I'd rather have a hive of carpenter bees around than perfect leaves.

Kimmsr is probably right in suggesting rose slugs (sawfly larvae). Look on the underside of affected leaves for small worms and just wipe them off. Natural predators such as wasps will often do a pretty good job controlling them.

Thanks all for your interest and input - at first, I had hoped the problem would be merely cosmetic and that I could live with it. Unfortunately, it's grown to epic proportions. See pictures below the first is a closeup of the second which shows how extensive the problem is - also two or three of the bushes are being "favored" over the others - it's quite a testimonial to the determination of these beauties that they continue to sprout new growth as seen in pic. There were no larvae or eggs or other signs underneath the leaf. I have not seen signs of bees. There aren't any webs or other signs of insects on or near the bushes. I will try spraying with diluted dish soap! That's certainly least invasive and may just work! But if anyone recognizes what this is, or has another idea, please share.

PS This will be my first time posting images to this forum and I hope it works.

Wow! Sorry about your roses Chambray. That is definitly not what carpenter bee damage looks like. I've never seen anything like it.

That looks an awful lot like what my roses did the firts time I had the Bristly Rose Slug (sawfly larva), and what my Hibiscus leaves look like because I didn't pay attention early on when the buggers first hatched. Insecticidal soap does work on these buggers.

Carpenter bees don't damage leaves. Instead, leafcutter bees cut tidy circles, also half circles, from the edges of leaves.

Your damage is obviously different than tidy cut-outs.

Perhaps as already suggested, rose slugs. Particularly since you have both kinds of damage. The youngest stages strip the top surface of the leaves whereas the older youngsters make holes in leaves.

To find them, look closely, this because those fellows tend to blend in with the leaves and will hide out on the underside of leaves.

Frankly, so much leaf tissue is gone, I suspect the feeding fest has come to an end. Or soon will.

Thanks for the correction Jean. I meant leafcutter bees.

Kimmsr and Jean, you are right on - I found the little 1/8" larvae on the underside of some leaves. Sorry Kimmsr, I checked the other day but this time, I saw them. Maybe I was more determined. Also, there aren't that many, which I suppose is good.

You mention that insectidal soap works - just wondering if there is one you might recommend? I did a quick search and it looks like nematodes also might help for where they hatch, which appears to be underground. But what kind of beneficial nematodes to use? And what time of year would be best to use them?

Here's a link to a product and description of another type of sawfly that may be similar - the description matches.

http://store.arbico-organics.com/european-apple-sawfly.html

Send me links and products, techniques, and I'll sort through 'em and do what I need to do. If I am going to have to do extensive spraying, is there a sprayer out there that will do the job without great expense? I can go up to $100.

I'd like to spare the 3 bushes that still have 50% of their leaves.

I also read that if I water them real hard they will fall off and can't crawl back up, but only to do this if the undergrowth has been removed. Which brings us to another issue, I have clover and other natural weeds growing around these rose bushes. I am reading that it is best to clean all that out and leave only dirt growing under the roses. Is this true? What is best for under and around roses from an organic perspective?

Thank you.