When I use a pipe and blow the smoke out through a coke bottle with holes in the bottom and dryer sheets inside out the window, my roommates (non-smokers, haha) sitting two feet away from me can't smell a thing.

I prefer bottles over cardboard tubes because with the bottle you can be sure to force all the smoke out the other end. With tubes I found that with really large hits, sometimes some smoke would come back out the wrong end and the smell would escape. That, and I love seeing the smoke.