How can I use roses in cooking? I have some very pungent roses in bloom at the moment, on smelling them my first thought was that they smelled like Turkish Delight. My Second thought that was it should be possible to use them in a pudding of some sort myself. 

I have seen rose water in some recipes, is this the only way to use roses in cooking? What is a good way to get the flavor into food?
Rose petals are edible.  If you look for rose petal recipes, you will find many creative uses of them, including rice pudding with roses - so your pudding intuition was correct.  During colonial American times they were considered a treat.  You can candy rose petals with egg whites and sugar - typical cautions about appropriate raw egg white useage applies.

Before using your rose petals in culinary applications, make sure to remember what chemicals you used on them.  If they've been sprayed with pesticides, you don't want to be eating them.