Cast Iron is on of those subjects that you can ask ten people and get twelve different opinions! Here's my two cents...
I have a Lodge 12" cast iron skillet that I love. It came "preseasoned" and has the rough surface. Honestly, I don't think it matters too much, rough vs. smooth. At first, the rough surface will seem less seasoned and not as nonstick as you like, but after using it a few times, it becomes as nonstick as the smooth skillets (and the rough surface actually smooths out considerably over time as you build up seasoning).
For a dutch oven, I would think that the rough vs smooth argument is even less important, since you will rarely be using the deep dutch oven for eggs or flapjacks, things that lend itself to nonstick. And after a few proper uses, it will build up a very nice nonstick surface for baking stuff like cornbread or cakes/cobblers, etc.
As for seasoning, the only advice I would have is, when seasoning, use as small amount of oil as you can. I think a lot of people believe that if a tiny bit of oil is good for seasoning, more would be better. When you apply the oil during the seasoning process, wipe the surfaces with the oil, then take another paper towel or rag, and wipe it again. You want a VERY thin layer of oil, almost so you can't see it anymore. If you can run your finger along the surface and have oil on your finger, it's too much (in my opinion). The reason is, if you try to season your pan with too much oil, it gets gummy.
Enjoy your new pan!