The quickest way to give away the fact that you’re smoking weed is to roll a joint or blunt and spark it. Papers will stay lit the whole time you’re smoking, constantly adding to the smell.
Not to mention, it could two days to get the smell of stale smoke from a session out of a room. Unless you plan to smoke with your whole head out the window the entire time, we wouldn’t recommend using cigars, cigarillos or rolling papers to smoke your weed.
If you insist on smoking, you’re better off using a pipe.