Now, starting to roll your own
cigarettes is a good start, I believe, but you have to weigh in all factors.
It is said the filters in rolled cigarettes (if you choose to use them) make you more a candidate for cancer than a "normal" cigarette. Also, it should be clear to everyone that rolling tobacco is much stronger than that in your run-of-the-mill tastes-like-paper Marlboro cig.
Of course, when I think about all the extra chemicals they treat manufactured cigarettes with, I DO think rolled cigarettes are actually more healthy than manufactured ones. Of course that doesn't mean you can smoke a packet of tobacco every day and be less likely to have a black chunk where your lung used to be after a decade or two.
Hand-rolling is still more fun, though.