If you're like me and don't mind a little bit of paper taste, double wrapping slows down the burn a good deal, and gives you a chance to tighten up the joint if your first wrap is loose. Personally, I like rizlas.

Other than that, it's just about practice (assuming that you're not doing anything horribly wrong). The tighter you roll it, the more weed you put in, and the less you pretend it's a blunt and try to hit it as hard as you can, the longer it'll last.

If you smoke cigs, start rolling your own. You'll get a hell of a lot better at joints, or will at least stop smoking cigarettes.