Roll-your-own cigarettes, sometimes known as rollies, are made by the smoker from loose tobacco rolled into a cigarette with special rolling papers. A filter, purchased or made from cardboard, may be attached to one end.

Using pre-rolled cones can increase the efficiency of rolling your own to be sped up considerably by simply filling up pre-rolled cones. However, smoking accessories like rolling machines with the classic rolling paper style can also be used to speed up the "roll your own" process quickly.