You should be able to make a rose with a powdered sugar buttercream icing made entirely out of butter (butter tastes good :), shortening tastes bad :mad:). Play with your consistancy by adding more powdered sugar. If it gets too stiff thin it with milk or cream.
It sounds like you are having trouble with roses. Are you teaching yourself? If so, do your roses look like a crayon on a hot sidewalk? It may not be due to the icing, but a case of what I call "over shooting the rose".
If you are teaching yourself, some book or some body probably told you that the Wilton tip #104 is the standard rose tip, and it is.
However, it has been my experience (lots of students have taken classes from me because they taught themselves a good bit but still couldn't get the rose) that most folks learning from a book get the basic hand movements correct but are attempting to make a rose the size of one they see on a cake in the grocery store bakery. Well, the grocery store bakery isn't using tip #104, they are using the giant rose tip (cant' recall the # off the top of my head, but it's the one that is too big for a standard coupler).
If your icing is too stiff the tops of your "rose petals" will kind of crack and split, I sometimes make the icing too stiff to get that effect on purpose. To get rid of that you can add a small amount of corn syrup which gives a sort of elastic quality to the icing.
I hate to tell you, but my standard recipe is to throw 2 sticks of butter in the bowl and when it's soft I cut open a two pound bag of powdered sugar and keep adding until it hits the consistancy I want, throw in some vanilla extract and if I add too much sugar I add some cream to compensate.
Hope that helps.