I bought mine with bed liner on it. The green is smooth and appears to have been rolled on. The black on the roof, behind the rear tires, and above the rockers is rough. Definitely don't go too rough over the whole surface, that black stuff is sharp and could cause some wicked rashing if someone rubbed up against it.
On a related note, I took it up on the trials above the Bountiful B for the first time two days ago. We accidentally ended up on an ATV trail (Buckland Ridge or something.) I think every tree in that forest had a chance to scrap the side of the XJ. It was extremely nice to not be worried about scratches at all. Got off the trail and the stickers on my windows were all that fell victim to scraps. If you're really going to be wheeling it in trees and shrubs, bed liner paint job is the only way to go.
Utah Jeep Crew #162