Thanks for all the fantastic replies guys - what a lot of experience there is here! Final 3 Greens asks a lot of relevant questions and having applied the POH actions for rough running engine on that type it then depends on the situation.
I am assuming we have a single engined aircraft but another consideration would be to point the aircraft towards the nearest suitable aerodrome and gain height if possible. When overhead said aerodrome close the throttle and perform a forced landing procedure. If the engine is running rough it might quit completely whilst performing a normal join where you might not be within gliding distance of the runway.