Shape anisotropy of colloidal particles can give rise to complex intermolecular interactions that determine particle packing and phase behavior. The vapor-liquid coexistence curves of attractive rough particles display a shift when compared to attractive smooth spherical particles. We use Integral Equation Theory (IET) to determine the vapor-liquid spinodal phase diagram of smooth and rough colloidal particles interacting through square-well attraction. Additionally, we use Gibbs Ensemble Monte Carlo (GEMC) simulations to locate their vapor-liquid coexistence curves. We model a rough colloidal particle as a spherical core with small beads embedded on its surface. The critical point of smooth spherical particle systems predicted by theory and simulations is in quantitative agreement. An increase in surface roughness due to an increase in either the number of beads or the diameter of the beads has a modest effect on the local structure of the system in the supercritical region. In contrast, increasing surface roughness consistently shifts the vapor-liquid coexistence curves to higher temperatures. The critical temperature is found to be a quadratic function of the number of beads. At a fixed bead size and number of beads, the critical temperature does not vary with the arrangement of beads on the core. Both IET and GEMC simulations predict that unlike critical temperatures, critical packing fractions vary non-monotonically with surface roughness. We find that the feasibility and accuracy of the integral equation theory depend sensitively on the chosen closure combination.