I use an improvised bong now, but I used to roll joints all of the time. I generally used Bible paper, but I would sometimes use those papers that come in Altoid tins. I never bought rolling papers. I never mixed anything in, even tobacco. It was just weed. I also never used a roach.
I do have a tip for anyone who rolls joints, though. This is especially helpful if you're a beginner at rolling them. When you're putting the weed onto the paper, put a peice of computer or looseleaf paper under the rolling paper. This way, if you spill the weed, it's easy to clean up and put back in. We all spill the weed one time or another, so it makes sense to prepare for it.
And another tip: I see a lot of people just sweep any weed they're not using onto the floor. It's small amounts, like .1 or .2 grams. If you save all the leftover weed every time you smoke, you'll be surprised at how much you can get in a short amount of time.