If you look you should see little pink or red bumps on the canes. Theses are budding eyes, and you want to prune to the first healthy looking budding eye.

The wood may or may not be green. Roses sun burn without leaves and look reddish. It looks odd, but it's not dead. If you have black that has to go, all of it. Move the dirt away from the canes which are dead to the ground and cut as close to the bud union (where the canes emerge) as possible.

Take some clorox wipes or a baggie with paper towels damp with bleach out with you. Wipe your pruner between bushes or if you snip into the black. This will go a long way in not transmitting any disease from one bush to another. Botrytis expresses itself as blacked tips on the canes. This time of year you can't tell if it is winter kill or the disease. Better safe than sorry. Also gather up or pull foliage from last year to prevent Black Spot.

Shrubs and climbers are pruned in much the same manner. While you want to remove twiggy growth from Hybrid Teas, Grandifloras and Floribundas, you don't necessarily want to on these. If it looks big enough to handle flowers and it's healthy, leave it.
Shrubs and Climbers bloom on lateral canes.. shoots off the big canes, so you don't want to be taking them all off. The bush will still bloom, but it will take longer and not be as full.

Prune your climbers back to a managable height, if they are climbing over your roof, now is the time to bring them into tow. Shape your shrubs and bring them back to the size you'd like.
Best of Luck