Roll refers, of course, to rolling, be it joints, spliffs, blunts, what have you.
Bowl, the widest category, can refer to pipes, bubblers, oners, or any other variety of device that has a loadable bowl and a method of inhalation.
Bong refers to the ubiquitous water pipe, be it an awe-inspiring ten footer or a meager sports drink bottle.
All categories have their own benefits and drawbacks, and it is not wise to question someone else's opinion. Stick to what you like and stay happy.
Stoner 2: Totes magotes man. You smoke?
Stoner 1: Ye man. Roll, Bowl, or Bong?
Stoner 2: Booooooooooong fo sho!
Stoners 1 and 2: *bubbling noise*