I had several people on Saturday's Stitch & Ride train comment and ask about the two socks I was knitting on two circular needles. I love, love, love knitting socks this way, because there is no second sock syndrome. When you're done, you're done. Period.
But as I chatted with them, I realized I have a few tips & tricks to share. First, the instructions--I found this to be the most useful set.
Beyond those directions, though, there are a few things that have helped me.
First, my Rule #1 of Knitting: don't panic. I never did (knock on wood) knit one sock with the other sock's yarn. But I have knit 3 sides of socks onto 1 needle. Blast! What I figured out after I shifted stitches to dpns and back was that it really is pretty easy to shift the just-knitted side back onto its needle. You transfer those stitches onto the opposite end of your free needle, and then use that free needle to place the stitches where they belong. (I'm going to have to make this mistake and take photos of fixing it to make this section more useful.)
Second, I've found it infinitely helpful, especially for avoiding the above calamity, to use two differently-colored circular needles. The Susan Bates circulars come in various pastel colors (pink, green, blue), and you can usually pick up one of each color for knitting. This helps to underscore that you always knit with one set of needles at a time, ignoring the other set. So, for my needles, always knit pink with pink, and green with green.
Finally, a mantra: at the end of each span of knitting, you switch yarn or needles, but not both. That is, either you switch from one sock to another, picking up a new strand of yarn, or you continue knitting on the same sock (same yarn), but switch needles.
I hope this helps. I love my new KnitPicks Options dpn set my sister gave me, but I do love me some 2 socks/2 circs/no-SSS method, too.