One thing to remember- Air moves from the cooler area to the warmer. If you live in the South, where it's warm at night and many people have nice cool air conditioning, when you open the window the air will naturally move from your room to the outside. If it is colder outside, however, the air will move from outside into your room. This forces the air in your room to move someplace else, like out in the hall and other rooms in the house. It's not like a big wind or anything, you probably won't even notice it. Just remember that it's easier to get busted when it's colder outside than inside.

One thing I used to do was to get a 5-6' piece of garden hose. Put most of it out the window and close the window so that its only open enough to let the hose stay there. Use something like a one hitter that doen't produce a lot of secondary smoke after you hit it, and then blow your hit out the window through the hose.