Do whatever gives you the most enjoyment. It's easy to try different techniques and there's nothing to stop you from changing later on. If you feel that you want to hold it like a cigarette, do it. If you want to chew on it, or put mustard and ketchup on it and eat it, do it (ok... maybe not that, but you get the idea.) It's all about personal preference and what gives you the most enjoyment out of smoking.