i think weed smells kinda great... even that lingering room smell.
way better than cigs indoors.

so the best way to keep your room smelling good is to smoke lots of ganj in it

seriously though...
candles work fine for me, window open when its worth doing so.

fake edit: 200th post!

real edit: when i smoke indoors at home and my mom gets angry (shes cool with it really but i think she feels like she has to 'be a mom' about it) it usually takes 4-5 straight nights of multiple joints in my room for her to really notice the smell lingering around. all i do is crack the window and sleep w it open - i dont even blow the smoke outside.

pot smells super distinct but doesn't linger long. i don't think i know anyone that cant smell weed burning from like a mile away.
our neighbors at college would come by and say 'wow it smells AMAZING in here' or 'we smelled your shit from two houses down' but then my landlord would come a few hrs later and not even comment on the smell, long as we did some odor eaters spray crap and left the doors open for a bit.