It's been over 10 years, but I used to regularly keep a pack of Pall Mall unfiltereds around, for very occasional, and at-home-only smoking. Since then, I'll on rare occasion smoke an unfiltered, but more often, I' cut half the filter off of my cigarette when I want a little llextra kick. But for me, smoking an unfiltered meant using a holder to enhance the experience. Lately, since my SIL smokes Pall Mall filterless, I've gotten my old holder out, and use it whenever I smoke one of his. The holder allows me to keep tobacco crumbs out of my mouth, as well as smoke the entire cigarette without burning my lips, fingers, or nails.
My take on holders.
It helps to know why one wants to use a cigarette holder. Three possible reasons. First, if you're just wanting to enhance the pleasure of smoking, then you'll want one that's just long enough, not longer. Second, if you're wanting to use a holder as a fashion accessory, then "the longer, the better". Most smoke shops will have basic holders. If you want something more extravagant, or something that will hold slim cigarettes (most holders only fit full-bodied cigarettes), you'll need to check online. Lastly, I know very little about filtered holders, since I've always been very content not only with being a smoker, but also with smoking high-tar, high-nicotine cigarettes, so I won't elaborate on those.
Either way, you'll want to start off with a short holder. 2 to 3 inches (5 to 7.5 cm) is plenty for the new holder user; they take getting accustomed to. I always used a 2 1/2 inch "cocktail length" holder. And I used it strictly for occasional at-home smoking, when smoking an unfiltered (I wouldn't have been caught dead doing that in public!). A holder works very well with filter cigarettes, as well as with filterless cigarettes. When I smoked a filtered cigarette routinely in public, I found using holders to be a nuisance, not only keeping up with them, and keeping them clean, but using one while driving can be very dangerous, since the cigarette will occasionally fall out of the holder. Holders also don't work very well when smoking hands-free (dangling), or pretty much anytime you're on-the-go. They're meant for when you can give all of your attention to your cigarette. For example, sitting on the couch or porch swing, at the dinner table, or if you're a passenger in the car, etc.
A short holder is for most long enough if you're just looking to enhance the smoking experience. But as a fashion accessory, you'll probably want to move up to something longer, once you've gotten accustomed to a holder. I've seen holders as long as 20 inches (50 cm). I do not recommend telescoping holders, as these are harder to keep clean. I also do not recommend a fixed length holder, as you'll want to be able to keep it in your purse with your cigarettes. What I would recommend would be a convertible holder, like the "Cabriole", at The Lady Smokes. The extensions allow you to tailor the holder to however long you want it, and the whole assembly in its case isn't much longer than a pack of cigarettes.
Once you get your holder, to insert the cigarette into it takes both hands. Holder in one, cigarette in the other, place the filter end (naturally) of the cigarette into the holder’s opening, and turn it gently to secure it, hopefully without disfiguring the cigarette. When you light the cigarette, as well as while you're smoking it, one thing you'll have to get used to is lighting with the cigarette pointed at least slightly upwards, to ensure the cigarette doesn't fall out. You'll also want to get used to not waving your hand while holding your cigarette, as this can loosen the cigarette. Deashing will be another new challenge. If you care anything at all about what you're wearing, you'll need to deash often, and very carefully. Tapping with the index finger or flicking with the thumb doesn't work well; you'll want to gently roll the burning end of the cigarette in the ashtray. And once you're done, don't crush the cigarette out while it's still in the holder; just grab the butt, and crush it out like you normally would.
By all means, keep your holder clean, and doing it often. Imagine smoking all 20 cigarettes in a pack, but recycling the same filter with each of the 20 cigarettes. I suggest starting with running a pipe cleaner through it dry, then soaking it in dishwater with lots of soap, a bit more scrubbing with a pipe cleaner, then rinsing with a vinegar-water mixture. I cleaned mine about once every week or two, after I used it to smoke around five cigarettes.
Another disadvantage of holders. If you like to cover the vent holes if your cigarette with your fingers while dragging, holders won't work well.