I hope you didnt come to that conclusion because the coolant in it is green?? *SHUDDER*
You shouldn't have that Dex Cool crap in there, HOAT type only, should be orange or gold in color depending on brand. The stuff from Napa has kind of a goldish/orange color to it and is made by Valvoline for Napa. The stuff Advance has i don't know who makes it, but its more of a dark orange, they have it now in a black jug with Advance's name on it so i don't know who makes it for them.
As JJ just mentioned check for leaks first, determine where the coolant is really going. And i would have a compression test done on it first before you rip the heads off, or have someone do that. Would suck to get that all torn down and the gaskets are ok. Compression test will tell you if you have a leak in the cylinder, and bubbles into the coolant will tell you where that coolant is going if its a head gasket.
How is the oil?? I take it you don't have coolant in the oil, easy to spot if you look down into the oil fill, should be like chocolate milk up in the head. The KJ's are infamous for their radiator problems, so check for a crack around the top hose on the drivers side, look for signs of coolant that leaked out and dried off, a bit of residue will be left around the crack or it will still be wet.
Any smell of burning coolant?? Either in the engine compartment while driving or from the exhaust out back? If your burning coolant its going to be pretty obvious. Check the small things first. I had a coolant leak that ended up being a loose lower hose clamp from the radiator and hoses being replaced, they didn't retighten after a few heat cycles.
Is the Check Engine Light (aka CEL) on at all? Pull the codes? If you got coolant going into the cylinders and its running rough you should be getting misfire codes if something is really wrong. Otherwise it could be something else, vacuum leak, dirty throttle body, dirty injectors, it can be so many things. You didnt say how many miles, how old is the fuel filter? Have you run anything through it? Try doing a Seafoam cleaning of the engine, annoy the neighbors with the great white cloud of smoke and see how she runs then.
Also what did you put in for plugs? Best bet is plain old Autolite Platinums AP3923 for 02-04, you didnt mention model year, but dont bother with double platinums or triple fires or any fancy crap like that, just plain close to stock plugs and then run it for a while and see what happens.
My best advice... Seafoam it and change the plugs again to new Autolite's, and top off the coolant and keep a close eye on it until you find the leak for sure. As long as its not making any oil, an old term meaning no coolant in oil and the level isn't going up and no chocolate foam, and its not overheating, then the leak is not in the engine. A head gasket leak wouldn't make all six cylinders run lean also if thats what you mean.
Could be a bad IAC, Idle Air Control, as well. Is the rough running mainly noticed at idle or all engine speeds?
Sorry for the lengthy post but as you can see there is a lot more to this and more details would help us help you.