Photolithography can be used to form monodisperse colloids of well-defined, nonspherical shape in a negative photoresist, SU-8. In aqueous suspension, in the presence of dextran as a depletant, we showed previously that the aggregation of these particles was highly selective for the end-to-end configuration: cylinders assembled into linear aggregates that could extend to lengths of tens of units without significant lateral aggregation. This article presents an in-depth study of the mechanisms by which these particles aggregate. In particular, we focus on the roles of global shape, roughness, and adsorbed layers of surfactants in mediating depletion, van der Waals (vdW), and electrostatic interactions between these particles. We describe in detail the fabrication and characterization of the particles. To allow for the interpretations of the experiments, we present predictions for the interactions between mathematically ideal cylinders with smooth surfaces, and a statistical thermodynamic model for the linear assemblies. We present experimental observations of the state of aggregation as a function of concentration of dextran and ionic strength for typical particles that present roughness of larger amplitude on their rounded side walls than on their flat ends. We compare this behavior to that of particles that lack this contrast in roughness; this comparison indicates that roughness can serve to attenuate strongly the attractive depletion interactions. To achieve a more quantitative measure of this effect, we analyze size distributions of linear aggregates to calculate the energies of the end-to-end "bonds" on the basis of our statistical model. We find that both the depletion and vdW interactions are attenuated approximately 20 fold relative to predictions for smooth surfaces. We conclude with an assessment of outstanding questions and opportunities to exploit shape and roughness to direct the self-assembly of colloids.