Well, there's lots of things you can do. Basic setup is a towel by the door, door closed, and a window open. Incense is always good to use, although the smell can be heavy for some people. If this is the case, try some essential oils and those 'tea light' oil burners. The scents are usually much cleaner and pleasent. When I used to smoke at home, I used a pipe or bong (no joints or blunts) and just blew the smoke out the window. I found the pipe and bong helped to control how much smoke was wafting through my room. Other than that, I simply would wash my wands, brush my teeth and rinse, and do a few drops of visene before going back out into 'public'. Never a problem and my parents were very familiar with Marijuana, so they would have known something was up. Just use common sense.

If you want to go an extreme route and have a bathroom associated with your room, run the shower on the hottest tempature. What's the bathroom is filled with condensation, go in, close the door, and smoke. The condensation will help to prevent the smoke from wafting. You'll still need to air it out a little with some incense or some oil.