After the joints have the compound (3 coats) Do you sand them if you are going to roll on a texture?
It would depend on how smooth or level your mudding job is. Most drywaller's will not sand after mudding prior to texturing. You on the other hand may have to if the surface isn't reasonably smooth.
You could do a test wall to see what it will look like. Keep in mind though that the wall would have to be in an inconspicuous area. Otherwise you may have to sand it out or skim coat the entire wall just to get the look that your going for.