Before you get too far, check the city codes to see if what you have in mind is allowed, and if you need a permit. Al

There are so many materials being thrown away all the time. Keep your eye out and save some from the dump. I've seen broken concrete slabs made into stack stone walls in Beverly Hills that looked great. Someone busting up an old cracked driveway = great looking wall. Lots of material out there waiting to be rescued from a land fill burial.
then plant thorns : )
and don't buy soil. your native soil will work fine. After you build the wall, just add mulch on top. If you don't have a free source of mulch, just grow clover, or sweet pea, or chick pea or something like that (any annual legume) the first year, then let that become mulch for the second years plantings.

Burying--if the wall is knee high, say 24", then you want at least 24" below ground.

The stacking blocks commonly available at big box stores make a good wall if you get the first (bottom) row absolutely perfectly level. Mine have lasted more than 12 years now without any repair required. If you stay below 24" inches I think you are okay as far as the city is concerned, but as Al said, it is best to check. Using broken concrete you get from demolition sites (urbanite) is of course free material, but it will require more skill to build a stable wall.

Thank you. I also thought about a low retaining part, then plants and then another short retaining part and the soil and the roses. I have some excellent soil put aside. I worry most about people sitting on the lower plants if I go with that idea. Hoovb, you have made the best use of your sloped areas. I like the thought of doing this project myself. Another idea is to plant some small hedge in front of a low wall of reclaimed materials but that adds work to keep it trimmed.