If you roll your joints loose and use paper that burns too damn fast then sure you'll have a problem with wasting bud. What you want to do is find some nice slow burning hemp paper, roll tight and develop a cone-shaped joint because they burn better. Also don't be a pussy when it gets to the end smoke the joint until it is as small as you can get it, the last hits are the best hits.

With the right skins, skills and practice you should be able to roll and smoke joints to their full potential.