I love drying them out and saving them I actually display them in and around my home. I have dried so many roses it is unreal LOL. I cut the stems off to the length that I want them and either place them in a clear fancy vase or I tie them together and wrap ribbon around them for a bow. I have dried roses right now hanging on my hook that is connected to a three mirrored wall display. I have them hanging with a long red ribbon and my grandpa's hat and hanky (placed through the loop of his hat in the back) over the long stems. Looks very old fashion and I Loved My Grandpa Dearly.
Here is a great site that your can check out. http://www.thegardener.btinternet.co.uk/preserving.html. She offers several ways to preserve your flowers. Be Creative !!

http://www.joann.com/joann/search/search_results.jsp;jsessionid=E2P312T3T22ISP4SY5LVAFJ50LD3UUPU?CATID=cat1110&keywords=dried+flowers&_requestid=2712962

There are two ways to preserve flowers:

You can press them in books or you can hang them upside down. Pressing flowers in books helps them preserve the pattern their petals creates and also makes them less fragile. Hanging flowers upside down helps them keep their natural 3D shape and original color. It works really well with flowers that have large petals

To press your flowers in books, simply find a large hard cover book that is at least 4 inches thick. Dictionaries work well. Open the book towards the back...place two sheets of wax paper, one on the left hand page and the other on the right. Position the flower so that when it is pressed it will form the desired shape. Fold the book closed. Placed several weights or heavy objects on top. Do not open the book for another 4-6 weeks. Instead alternate weight by removing and replacing weight periodically. This ensures that any moisture from the flower is allowed to escape or move away from the petals and evaporate.

To hang your flowers upside down, simply tie a piece of kite string around the boquet and use a hanger to hang the flowers until they are dry and crispy.

Something else you can try is epoxy. Epoxy is a plastic like material that you can buy cheaply at home depot. You mix a few ingredients and then pour it over objects. It's often used to coat restaurant tables. If you mix some epoxy and pour it over your flowers, then hang them upside down...you should preserve them almost perfectly as if they were in ice. If you go to home depot and ask someone at the painting counter how to do it...they will point you in the right direction.

Another thing you might try which is really inconvenient and not a good permanent solution is dry ice....dunk your flowers in dry ice and they will instantly harden....but the dry ice is dangerous and can kill your skin or give you frost bite...not the best idea...but you could try it if it sounds like something you're interested in.

Good luck!