Your probably better off just rolling with a roach, I never cared too much for joints without them, because the end can get pretty clogged with resin, and if Your smoking with people who tend to fishlip their joints you could end up with a sopping wet resiny joint which is no fun for anyone.

But too each their own, If you make a good enough opening to inhale and don't fishlip your joints it shouldn't make too much of a difference, plus you can smoke the remains and get really blitzed.