It depends on how confrontational you expect the conversation to be.
If it's going to be civil, low-key chat, use something like:
I'm really fed up with my roommate smoking all the time. I'm going to have a word with him about it.
I'm really fed up with my roommate smoking all the time. I really have to talk to him about it.
If it's going to be potentially argumentative, use something like:
I'm really fed up with my roommate smoking all the time. I'm going to have it out with him tonight.
I'm really fed up with my roommate smoking all the time. I'll be having words with him later!
If the person is planning to be full-on argumentative right from the get-go, use something like:
I'm really fed up with my roommate smoking all the time. I'm going to confront him and leave him in no doubt about my feelings on the matter.
I'm really fed up with my roommate smoking all the time. I'm going to give him the sharp end of my tongue later.