Two rose colors remain elusive to breeders. Black roses, and the ultimate... blue roses. There are some "almost" that are close, but they are lacking the genes to ever produce a true blue. They are truly the Holy Grail and their meaning is to symbolize something unobtainable. More reading on the work being done with rose genes can be found here. Usually, these have been produced by dyeing white roses. Of course there are some nice lavender roses, like the Blue Moon rose or Veilchenblau, but we are still a few years away I think.
I have no doubt that they will be produced sooner or later. I hope it's in my lifetime, as I would love nothing more than to have one of my own. With all the work going on with genetic modification these days, it's only a matter of time.
In the meantime, we can look at some of these artificially colored flowers. So here are several "blue rose pictures". Right click on the images and select "save link as" if you wish to download the full sized version (suitable as desktop background).