I'll start by saying I know very little about Dundee University as an academic institution. The city itself is fairly small and out of the way. I'd actually be surprised if an exchange student picked it over Ed/Glas, to be honest. Perhaps if there is a particular aspect of the Dundee course that appeals to you or something, but otherwise I don't think the city has much to offer that Edinburgh or Glasgow can't offer more of.
Edinburgh and Glasgow are two of the UK's best universities. I'm sure you'll find the English Lit/Lang courses very stimulating and the experience of attending these universities to be rewarding. I'm not sure how they compare to dorms in the states but the rooms offered at Glasgow range in price and quality. The university website does a pretty good job of summarising the qualities of each halls of residence.
I'd hazard a guess that the person who told you Glasgow was 'really rough' (which is usually taken to mean a combination of dangerous, dirty and other negative things) has either never been to Glasgow or has passed through one of the more deprived areas of the east end and developed their view from that. There's actually no city in the UK that can be considered 'really rough' as a whole, although most of the big cities (London, Manchester, Glasgow, Leeds) have particular areas that are, let's say, a little feisty
I'm actually from Cambridge (which is probably considered to be one of the UK's more upmarket locations) and I've certainly never found Glasgow to be anything other than a really nice place to live.
Glasgow's west end (where the university is located) is leafy and very charming, the centre is what I'd describe as 'handsome.' It's for the most part not a cute, touristy, windy lane, chocolate box type place (although, as I said, the west end is very pretty). It is instead busy, noisy and vibrant. It has a fantastic cultural scene, especially great for music and modern art. Edinburgh is a very different city. It's smaller, cuter and probably more stereotypically Scottish. It's very tourist friendly (and they flock there in droves). I'm sure people from Ed will do a good job of talking up the qualities of the place, so I'll leave it there.
Both are surrounded by beautiful and easily accessible countryside, and, importantly, the cities are about 50 minutes train ride from one another. So, whichever you pick, you'll be able to easily visit the other city.
Any answer (mine or others) to a question like this will obviously be kind of vague and impressionistic. If you're anything like me it'll probably end up being impulse that leads you one way or the other. I hope my answer is of some help though, and if you need any other advice before your move, do let me know. Good luck!