My personal preference is called the "Fly by the Seat of Your Pants" technique, also known as the "Waste Not, Want Not" or the "Shove It In and Forget It" technique (developed, needless to say, by yours truly). My theory is that the least time-consuming and costly system is most effective, even if percentage-wise the outcome may not excellent, because it provides a Frustration Factor of 0 (if you are unfamiliar with the Frustration Factor, in my world it's a big deal).
In this propagation system, the materials needed are: 1) dirt; 2) cuttings.
Step 1: cut pencil-sized rose canes into 25-30cm section, and remove any leaves.
Step 2: shove into a pot of dirt moist dirt in a shady area and forget about it.
In about a year, you may be pleasantly surprised with new rose plants, but, if not, you will have invested no money and only about 10 seconds of your time.
Funny thing is, this winter I was so lazy that I didn't even get around to Step 2. I simply brought home a branch from a friend's red climbing rose in early December, and left it in a bottle of water behind another plant on the porch, to be later cut and planted. Then came the holidays (which is a 2-week affair in Spain), and I forgot all about it until cleaning a few days ago.
My forgotten rose cutting
It now has roots...
... and rosebuds!
Now, how's that for painless propagation?