As I've knit this second pair of two socks on two circulars, I've come up with some rules to keep me sane.
Rule #1. Don't panic. If you think you're making a mistake (like knitting 3 of the 4 sides onto one circular), you probably aren't. Take a breath, look at it carefully, or look away for a minute. It's probably just fine.
Rule #2. As I said before, you change needles or yarn, but not both. So when you get to the point where both circulars are straight (instead of one curled into a C), you're just changing needles but continuing with the same yarn. If one needle is curled into a C, you're changing yarn but continuing with the same set of needles.
Rule #3. Give a tug. When you change needles, tug on the needle with the stitches you're about to knit. If you don't feel a pull on the needle in your other hand, you have probably picked up the wrong needle. Follow the cable around and pick up the right one.
Rule #4. If you have to count rows (e.g. 20 rounds of K2P1 ribbing), you'll probably want to use an unattached stitch counter (e.g. kacha kacha) or put one in the middle of one sock. If you put one between the two socks, you'll probably drop it off the needles. (voice of experience)
Rule #5. Bask in the knowledge that when you're done, you're done. Begone, second sock syndrome!