Yes, it's absolutely possible - and very, very easy too!  Not a single building cheat in sight either!

The cottage on the left has no less than 6 different roof slope angles!  Cool, eh?

As soon as TSR has fixed tutorials (unfortunately, my chimney tutorial is STILL broken), I will post up a very simple tutorial showing how it's done.

Then you can make ridiculous roofs too!

EDIT: this tutorial is now written and will hopefully be released tonight (14 July) or tomorrow.  Unfortunately, the Red chimney tute is still being held up by a fault in the TSR tutorial display thingo, but hopefully that will be fixed soon.