I'd rather go with a steel, completely suspension-less early 90s mountain bike than a brand new full suspension department store bike any day. The suspension on them is primarily for show, and not much different from riding around a pogo stick on wheels. You'll spend more of your energy compressing the springs than you will moving the bike forward (yes, that's an exaggeration, but less so than you might think).
As for comfort on the rough roads, I don't know- I've never tried riding a department store full sus. bike on rough roads. Maybe it would help on the downhills, or maybe the pogo stick springs would bounce you around making it a rougher ride and costing you a lot in traction. Probably depends on how much you weigh and how tight the springs are. But no matter what, you'll have to drag that boat anchor up the hills while throwing a good portion of your energy into compressing those springs (I assume there's no lock-out on them).
As stated above, the suspension isn't going to help preserve your components. The best way to do that is to keep them clean, lubed, adjusted and mount, dismount and store your bike properly- by that I mean don't do things like turn your handle bars all the way around and don't toss or lay it down on the drive side. That may seem obvious, but the vast majority of problems I see with components are due to similar abuses. Even cheap (both inexpensive and low quality varieties) components will stand up to tons of abuse performing in their proper function if they're properly maintained.
Since you're looking for comfort on rough roads, I would recommend 1. Front suspension- get as good as you can afford, but even cheap sus. forks will save your hands and arms from a lot of fatigue due to chatter- it's a compromise- they're heavy and bounce around, but less so than cheap full suspension.
2. Suspension seat or seatpost. A saddle with springs under it is a bit heavy (not nearly as heavy as a cheap full sus. frame, though), and it will suspend just you and maybe bounce you around some instead of you and the whole bike. They also look pansy- not nearly as cool as a full sus. frame- they will do the job, though. And I am talking about saddles with springs- please don't think that a seat with 3 inches of neoprene is going to do any favors for anybody