On a rose bush. I wonder why they come in two different colors. There are nymphs of several instars, wingless adults and also some winged adults.
Very likely Macrosiphum rosae which can be pink or green according to U. of Florida; although their image doesn't look at all like this.
Macrosiphum rosae is a species introduced from Europe.

Update: They were found on the same rose bush where I found some eggs on December 2009


Higher resolution image