Well you dead head b4 the plant starts to go to seed -- I do it as soon as I see the flower head starting to die and nip it out behind the seed pod -- right or wrong it works for me - and flowers keep on producing -

If you want the plants to come back again next year, let a few flowers go to seed near the end of the season.

Hi Bathgate depends wether it is a perennial or an annual

I never bother to deadhead violas, and do what Triffidkiller says for Cosmos and French marigold. As for roses, that's a completely different matter and more complicated. You need a pair of clean, sharp secateurs - if the rose has single flowers held on single stems, then you look for an outward facing, entire leaf (not just a wisp or two) and cut there, angling the cut away from the bud in the leaf joint. Sometimes, that outward facing leaf is 6 inches down the stem, sometimes its ten inches down, but that's where you cut. If its a floribunda type, with cluster type heads, you can cut off the ones that have faded, leaving those that haven't, and when they've all faded, you use the same method to cut off the whole flowered stem.

If its not a repeat flowering rose, as in ramblers, you can either trim off all the spent flowers, or leave them in place to form hips.