What are some natural ways to keep pests off roses?

We just built a pergola and planted climbing roses of a hearty old rose type, and want to ensure we keep them healthy. We refuse to use any chemicals, and make our own compost and use rabbit pen droppings as fertilizer. They are growing well, but one of my nearby rose bushes has something eating at the leaves, leaving them with little holes in them. What can I do to prevent this?