Yes, for all you unfortunate enough to still live with your parents, FIND A GOOD HIDING SPOT and keep everything in one central location. Find a container you can lock up with a key you keep on yourself at all times, and hide this container in a location where nobody rummaging through your room will find it. You know your room better than anybody, there must be some place only you will be able to get to. Under the floorboards, in the walls if possible, inside a hollowed-out uninteresting book, pretty much anywhere that nobody would think to look.

Second rule of stealth is stealthy smoking. Always smoke out an open window, winter or summer, and make sure to towel up the door. If necessary, cover up the smoke detector. Lock your door if possible, otherwise restrict your smoking to times where it is extremely unlikely anyone will want to open your door.