The only time I use a double nymph rig is in deeper water and I am essentially using the first fly (usually a beadhead tied closest to the leader) to sink the second fly. Basically it is acting as a split shot with a hook that occasionally attracts catches fish. I have read that, like adding shot, the double rig can get you a better drift.
I usually tie the dropper to the hook bend of the first fly with a pitzen knot becasue I can tie that one in the air and then slip it over the hook and tighten. While I do think that having line tied to the hook makes hookups more difficult, I just fond this method a lot easier than others such as tying to the eye of the first nymph.
When I actually see trout feeding I use a single nymph or maybe a dry/dropper rig because, like Shawn, I feel that a double rig is often a colossal tangle waiting to happen!