How can I get Sanguine Rose?
You must finish the A Night To Remember quest to get the Sanguine Rose.
This quest will only start once you reach level 14. You will need to meet with Sam Guevenne to start the quest. He will randomly spawn in any of the inns or taverns across Skyrim, including those in towns, not just the ones in hold capitals.
Source and more info at: http://www.uesp.net/wiki/Skyrim:A_Night_To_Remember