I pre-roll mine. I've got this calligraphy pen that kind of tapers at the end, so I roll my paper around it. It gives it a really nifty cone shape. Also, I always make a good paper filter about 3 centimeters or so long, it eliminates burning your finger tips with a tiny roach. So once it's formed nice and neat with the filter in it, I just drop my bud into the wide end until it's filled to my satisfaction (depending on how many people I'm sharing with) and twist the end shut. Voila! Perfect cone-shaped jay. The only time I roll joints though is if we are walking down to the river to smoke, that way you don't have to worry about getting caught with extra weed or paraphanelia. Once you smoke it, it's gone.