If you're looking for a smoking device you can make on the fly, nothing beats the apple pipe. You will need: 1 apple, 1 screen (a plain old faucet screen will work), 1 pen.

Take out the apple stem, and jam the pen down into the apple from where the stem used to be. Make sure the pen goes about halfway down the apple. Then take it out and make a similar hole from the side of the apple to the center. The two holes should meet in the center. Now suck or blow all the apple pulp stuck inside them, put the screen on the top hole, and your bud on top of that. The other hole is your mouthpiece. Enjoy.