A well rolled joint with a mouthpiece is nice, but a perfectly rolled joint sans mouthpiece is awesome. At least that's how I feel about it. If you can roll a perfect joint without a mouthpiece then do it. It somehow feels more traditional or old school to me.

Now if I were worried about wasting the weed I might include a mouthpiece but if I'm just smoking mids then I probably won't bother. I've rolled some huge cones without mouthpieces and they smoked perfectly.