If you want to take advantage of the powerful \newtheorem command
without the constraint that the contents of the theorem is in a sloped
font (for example, to use it to create remarks, examples, proofs,
...) then you can use the theorem package.
Alternatively, the following sets up an
environment remark whose content is in roman.
\newtheorem{preremark}{Remark}
\newenvironment{remark}%
{\begin{preremark}\upshape}{\end{preremark}}
The ntheorem package provides roman theorems directly.