I do not think deadheading or not-deadheading is likely to make a big difference to the plant's health. Obviously if you deadhead you won't get rose hips but a whole lot of rose varieties won't produce hips *anyhow*. Personally I'd deadhead if the blooms were large (e.g. tea roses) and ignore if they were small (e.g. the wilder-looking cultivars of the rugosa group).
If you are tired of killing them, one thing that might help would be to stop buying them when they are in full bloom...

The best time to transplant them is when they are dormant. And best to buy them from a GOOD nursery, not from walmart or any other careless-of-plants place.
Some roses are also just significantly harder to keep alive than others. You might try some of the rugosa types, most of them are fairly "can't kill with a stick" as long as you give them vaguely-reasonable circumstances.
(e.t.a. - you mentioned fertilizing them. I suppose others may have other opinions, I'm really not sure now that you mention it, but personally I don't think it's a good practice to fertilize newly planted things, unless
maybe a bit of something that is mainly potassium and phosphorus but not much nitrogen. I am not a big fertilizer-er ANYhow (I tend to rely on compost) but I would suggest that you at least wait until they are making *significant* new growth, that is when you might think about very-cautiously-and-lightly fertilizing cuttings or new transplants, anyhow
Without knowing what they're dying of it is hard to make any other suggestions, but as with most plants, the keys to keeping them alive and growing well tend to boil down to a) find out what soil/sun environment they want, and give it to them; b) make the soil REALLY GOOD (according to whatever they want) over a fairly large area that you'll be planting them into; c) give them really proper watering according to whatever they want; and d) if you try to grow them in marginal conditions, expect marginal (or at least very unreliable) results.
Good luck, have fun,
Pat