We study the one-dimensional sine-Gordon model as a prototype of roughening phenomena. In spite of the fact that it has been recently proven that this model can not have any phase transition [J. A. Cuesta and A. Sanchez, J. Phys. A 35, 2373 (2002)], Langevin as well as Monte Carlo simulations strongly suggest the existence of a finite temperature separating a flat from a rough phase. We explain this result by means of the transfer operator formalism and show as a consequence that sine-Gordon lattices of any practically achievable size will exhibit this apparent phase transition at unexpectedly large temperatures.