Make sure the bloom and leaves are in as perfect condition as possible. Try to pick the longest stem possible, you can always cut some off, but if its too short, that will count against the bloom in points. You are aiming for a balanced exhibit. Some damaged leaves and petals can be removed but seek advice from someone with experience before doing this, obvious removals will be down pointed. Roses can be picked a few days ahead of the show and will last quite well in a cool, dark environment, with ample water.
Some people even have special fridges to store and travel the roses in.
Be careful when transporting roses, the leaves can be torn in transit by the thorns of other roses. Points are given on the freshness and look of the bloom, dont pick one that is a bit faded and tired. It probably seems like far too much work, but if you are prepared in advance, keep an eye on the weather and keep bugs away from your intended show exhibits, that is the majority of the work done already. At the show there will be other exhibitors and stewards available for help and advice, especially if you let them you know you are a first time exhibitor. They are presented so they are 'showing their best side' for when the judge sees them.