On stone buildings I make a chimney with a cap on top.

I start with where I want my stone fireplace. Set it in place followed by pillars on the four corners. Destroy the fireplace and put pillars on the inside. Once again set your fireplace. It will slide perfectly between the pillars. place 1 X 2 stone on the longer sides and 1 x 1 in between until you get outside the roof or 1 stone floor section from the roof top. On top of the roof use 2 stone arches pointing toward 2 more. Place two stone sections on top.

The arches and stone sections on the roof also work if you have smelters indoors.