Do you have an apple?
Apples are my favorite improvised pipe/smoke rig. All you need is an apple, a pencil/pen, weed and a lighter. Youtube can probably explain better than I can here, but basically you will use the pencil/pen to poke all the way through the side of the apple, then remove the stem and push until the tip of the pencil connects to hole you pushed through the side.
You could try hot kniving as well, but that usually works best with hash.
All the other methods mentioned work as well, I prefer the apple though because it doesn't leach any metalic/plastic taste onto the bud. I've seen my buddy eat the apple after we finished smoking a bowl too.. so no waste if you are down for it...