None to speak of. It's the same tobacco, made by the same companies. You're just doing some of the work. To the extent that a hand-rolled smoke might vary its burning temperature, there could be very minor variations in chemical by-products. However, there would be no health benefits.
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That depends on the product that you buy. There are certain brands of, both, cigarettes and rolling tobacco that are advertised as "additive free".
For example, American Spirit cigarettes and Teton rolling tobacco.
However, note that there are no standards for the use of "additive free".
I contacted one manufacturer and they said "additive free" means no preservatives. So, their tobacco could still contain pesticides, from the field, and sugar. Sugar adds aroma and flavor but adds carbon and carbon dioxide to the smoke you inhale.
Also, recent studies suggest that it's the curing process (not the additives) that determines the highest level of carcinogens. The longer a tobacco is flue cured or air cured, the better the opportunity for pathogens to accumulate and grow on the tobacco. By comparison, Swedish Snus (not necessarily American Snus) is steam cured. This is a form of pasteurization that greatly reduces the number of carcinogen-producing bacteria.
Of course, the healthiest smoke is no smoke at all but, if you must smoke, I recommend a brand of cigarette or rolling tobacco that is as naturally produced as possible. Don't be afraid to call the manufacturer for details.
As an alternative, switch to Swedish Snus, which is getting harder to find in America, due to 2010 tobacco shipping laws.
Hope this helps.
its cheaper to roll them but it takes practice to get it right i wasted alot of time learning without it falling out.