I want to make some Stainless Steel coolant lines ...
for my truck, should I machine some grooves in the ends, so the hoses don't come off?
On tubing, most people use a "bead former" for this purpose. Lots of companies sell these.
As an example, go to www.eastwood.com and search on item #28254. Here's another one from Williams Lo Buck tools: http://www.lowbucktools.com/beadform.html