Most flowers are relatively easy to dry. For things like carnations or baby's breath you just leave them in the vase, without water, and they dry happily.
For a lot of other flowers like pansies or any "thinner" flower you just press them. No biggie there.

Roses are a bit harder though. If you just let them sit in the vase they wither and go all limp and all the pedals fall off--and you end up with dried petals only. And the flower's too thick to press well. The only way to dry a rose that gets ideal results is this:

Hang it upside-down.

Tie a string around the stem, put it thru the stem, clamp it onto someting, tie it onto something. Doesn't matter, just get it completely upside down somehow. And leave it there. A week usually does it, sometimes 10 days.
If you want to, the first few days, reshape the petals to make it more perfectly formed. Since they are limp they are easy to manipulate. After they start to get brittle, however, leave them alone for awhile. You will now have a dried rose that has retained its shape and most of its beauty.

Normally when the flower has no water, the petals get limp and droop downwards. But when it is hanging upside down, 'downward' is the *proper* direction for maintaining the correct shape. The pull of gravity is what causes the rose to dry correctly. This is the only way to really dry a rose with good results.