Roachinate it.

A Roachinator is a device that is fashioned from an empty water bottle. The bottom has two holes, one shotgun and one hole that you can put your roach in. This method can get you pretty roasted and works best with a blunt.

Eat it.

Wu-Tang it. If you ever see cops coming or you just want to be an idiot you can eat your roach to dispose of it. This is very classy.

Put it in your bowl.

Put the roach in your bowl and hit the rest out of the pipe, bubbler, or bong. This method is a great way to make sure you have smoked everything.

Use a roach clip or dextrous fingers

A roach clip is basically a tweezer you can use to hold a roach and smoke it till the very end. You can also use your fingers and hold it, but it can get cumbersome when you are continuously losing roach space to hold it.

Save it.

Start a roach collection. Those days when you have run out of marijuana could be upon you and knowing you have that saved roach could come in handy. Usually saved roaches are filled with resin and smell pretty rank so keep it somewhere sealed.

Toss it.

A quick flick of the wrist and the roach is gone. Flushing it down the sink or down the toilet work well too.

Donate it to Charity.

Someone less fortunate than you might want that roach offer it to someone who might not have the money to smoke.