I thought it interesting to ask where the roots determined by Bob Hanlon and Michael E2 lie in the complex plane.
pts = Flatten[N[roots, 15] /. Rule[_, z_] -> ReIm[z], 1];
pts2 = Flatten[N[roots2, 15] /. Rule[_, z_] -> ReIm[z], 1];
As noted in their answers, the numbers of roots are 883 and 1251. One might suppose that the first list is a subset of the second, but that is far from the case.
Length[Intersection[pts, pts2]]
Length[Complement[pts, pts2]]
Length[Complement[pts2, pts]]
(* 131
752
1120 *)
In all, there are 2003 distinct roots, although many lie close together. In plotting these roots, I noticed that none occurred in the region -15/10 < Re[z] < 0 && 28/10 < Im[z] < 3 and attempted to find some there
eqnsl = Sin[z + Sin[z + Sin[z]]] == Cos[z + Cos[z + Cos[z]]] &&
-15/10 < Re[z] < 0 && 28/10 < Im[z] < 3;
using the methods described in the previous two answers. NSolve produced two more, and Solve produced ten more. All are plotted below.
ListPlot[{Complement[pts, pts2], Complement[pts2, pts], Intersection[pts, pts2],
Union[ptsl, pts2l]}, AspectRatio -> 1, PlotStyle -> {Blue, Green, Red, Brown}]

Many of the points are so close together that they are indistinguishable on the plot. The twelve roots I found are Brown. (The plot is, or should be, symmetric about the Re[z] axis.) I have high confidence that very many more points could be found with further effort, because the function given in the question oscillates extremely rapidly for larger Im[z].
Plot3D[Im[Sin[z + Sin[z + Sin[z]]] - Cos[z + Cos[z + Cos[z]]] /.
{z -> x + I y}], {x, 0, 3}, {y, 0, 3}, PlotPoints -> 100]

More PlotPoints would show more structure, although the plot soon would become unintelligible.
Addendum: Roots for z -> - Pi/4 + I y
One of the forty to fifty sets of roots visible in the first figure lies precisely at Re[z] -> -Pi/4, which allows us to take a closer look at it. The original expression in the question can be rewritten as
Nest[Sin[z + #] &, 0, 3] - Nest[Cos[z + #] &, 0, 3]
(* -Cos[z + Cos[z + Cos[z]]] + Sin[z + Sin[z + Sin[z]]] *)
Correspondingly, this expression for the set of roots under discussion can be written as
s45 = Simplify[Nest[TrigExpand[Sin[-Pi/4 + I y + #]] &, 0, 3] -
Nest[TrigExpand[Cos[-Pi/4 + I y + #]] &, 0, 3]]
(* -Sqrt[2] Cosh[y + (Cosh[Sinh[y]/Sqrt[2]] (Cos[Cosh[y]/Sqrt[2]] - Sin[Cosh[y]/Sqrt[2]])
Sinh[y])/Sqrt[2] + (Cosh[y] (Cos[Cosh[y]/Sqrt[2]] - Sin[Cosh[y]/Sqrt[2]])
Sinh[Sinh[y]/Sqrt[2]])/Sqrt[2]] (Cos[(Cosh[y + Sinh[y]/Sqrt[2]] (Cos[Cosh[y]/Sqrt[2]] +
Sin[Cosh[y]/Sqrt[2]]))/Sqrt[2]] + Sin[(Cosh[y + Sinh[y]/Sqrt[2]] (Cos[Cosh[y]/Sqrt[2]]
+ Sin[Cosh[y]/Sqrt[2]]))/Sqrt[2]]) *)
Conveniently, this expression is purely real, factors, and only the last factor oscillates.
Plot[Evaluate[s45[[4]]], {y, 0, 3}, ImageSize -> Large]

This oscillatory function can be simplified by
s45[[4]] //. Cos[v_] + Sin[v_] :> Sqrt[2] Sin[v + Pi/4]
(* Sqrt[2] Sin[π/4 + Cosh[y + Sinh[y]/Sqrt[2]] Sin[π/4 + Cosh[y]/Sqrt[2]]] *)
Consequently, roots are located at integer values of
s45ph = %[[2, 1]]/Pi
(* (π/4 + Cosh[y + Sinh[y]/Sqrt[2]] Sin[π/4 + Cosh[y]/Sqrt[2]])/π *)
Plot[s45ph, {y, 0, 3}, PlotRange -> All]

Most of the roots evidently are located in the range {y, 2.7, 3.0} A count of the roots can be obtained from the phase function at its first maximum, first minimum, and at y -> 3.
NMaximize[{s45ph, 0 < y < 2}, y]
NMinimize[{s45ph, 0 < y < 3}, y]
s45ph /. y -> 3.
(* {2.4042, {y -> 1.59765}}
{-158.994, {y -> 2.60531}}
3807.12 *)
From these values the number of roots can be estimated as 4129. If the other sets have comparable numbers of roots, the total probably is of order 200000.
FindAllCrossings2D[]on the real and imaginary components of your function. – J. M.'s missing motivation Aug 30 '15 at 05:34