This is entirely up to your preference. Using a pipe offers a lot of advantages, including better air control, more control over how much you smoke at a time, and makes it easier to smoke a very small amount of tobacco or dry herb in a session. Blunts and cigarettes, on the other hand, do not require maintenance as a pipe does, and once it is smoked, there is nothing left to clean up. Each experience is unique, so pick the one that works best for you!