I smoked my first few times out of a retrofitted asthma inhaler with a tin-foil bowl. I soon learned the beauty of the glass pipe, and never looked back.

I'd recommend getting a nice portable sherlock bubbler; something you can fit in your pocket, but isn't so small that it doesn't feel solid in your hand. Right now I have a big pyrex bong and a smaller mini-bong; frankly, I miss my old bubbler somethin' fierce.