If I'm rolling a joint and I'm in a hurry or it's just for me and the girlfriend, I never use a roach. I can roll without a roach so that you'll never get weed in your mouth and you'll be able to actually smoke it all the way down to the point that it burns you.
Also with no roach, you never accidentally take a hit off of a burning piece of cardboard either, that's disgusting.
I will use a filter when I'm using urban wrap cigarette papers because it just makes it look more like a cigarette.
Plus I don't mix with shitty tobacco, so maybe that's why I don't need a roach.