I smoke the rollups also and tailored cigarettes seem much harsher to me. I don't know why, but a Camel makes me cough. A few disadvantages of rolling cigarettes are having a hard time smoking if your hands have any moisture on them, the stronger odor that is left on your fingers and perhaps a stronger residual taste when you wake up, although the taste is nowhere near as chemical as tailored smokes.
One unmentioned advantage is (even though I don't mind giving away the odd smoke) that most people who are bumming a smoke will give up when they find they have to roll it. And if they do roll you have a moment to chat, which is a nice thing to do with someone who is helping you out.
Another advantage for the green smoker- leaving your smoke fieldstripped on the ground leaves only some tobacco and a little rice paper in the environment, as opposed to filters which don't biodegrade for a long time if ever.