I haven't tried the socks yet-I wanted to get into the rythm of double knitting before I tried them. The best way I've found to do something like that is to make something like a scarf, and that's what I'm doing.
So, what is double knitting? Well, it's exactly what it says-you're creating a double thickness of fabric by knitting the front and back pieces at the same time, using different strands of yarn. Until you get the hang of something like that, I would recommend that you use two different colors of yarn so that you can see which is the front and which is the back piece-and I would simply make a two-color, reversible scarf.
Double knitting has been around a long time too-since at least the 1930s or longer, and you can do lots of things with it if you use your imagination. In fact, the link below shows how to do a pair of socks on DPNs using double knitting.
Firstly-the cast-on for double knitting is not as hard as this article says-it is possible to do the continental (long tail) cast-on without the extra hands. I know, I did it-you simply need to add a stitch of Color A, drop your yarn, then add a stitch of Color B, etc. The only thing you need to make sure you do-as she does with her knitted cast-on-is to keep Color A (first color you cast on) to the left, or front, of the needle you're casting onto, and Color B (second color you cast on) to the back of the needle you're casting onto. Also make sure that you're winding the tail of your yarn around your thumb when you make the stitch so that your actual stitch is made with the working end of your yarn-just as if you were doing a normal continental cast-on.
Once you have your stitches cast-on, which really doesn't take that long, you can begin knitting. You should have ended with a B stitch, so you start by knitting that stitch with your B yarn. For the next stitch-which is an A stitch-bring both working ends of yarn to the front, then P the A stitch with the A yarn, then take both strands of yarn back to the back and K the next B stitch with the B yarn. Continue in this manner all the way across. A note on doing this-you will want to twist your two yarns together at the beginning of each row to tie your two pieces of fabric together-which will basically make a tube scarf without having to actually work in the round. Another note-snug up the first stitch of the row a little more to keep it from being too loose when you knit back across the row on the other side.
Another thing to note-don't use a really large needle to double knit-I wouldn't recommend anything larger than maybe a #9 needle because your gauge in double knitting will be looser than regular knitting on the same needles-it's logical-you have a stitch in between each of your other stitches. Another thing I'd recommend is using a circular needle so that you can simply drop your knitting onto the cable when you put it down and it won't slip off.
I know it will feel awkward at first, managing two strands of yarn-especially depending on if you're an English knitter or a Continental knitter. I can knit either way, but I'm most comfortable knitting Continental, and it didn't take too long to get into a rythm with that-and you will too, if you give it half a chance. Like everything else, double knitting takes practice to do proficiently.
For casting off, to keep that end of the tube open, you will need an extra needle in the size you're knitting with-a DPN will work for this. When starting the cast off, knit the first st onto your working needle, then take the spare needle and P the next st onto it. K the next st off with your working needle, then pass the first st over this one and off the needle. Repeat with the other needle and next st, P this time. Continue in this manner until all sts are cast off. Cut yarns and thread through the last sts on needles, pull to tighten, then run the ends through to the inside to hide them. Hide the tails from the cast-on in the same manner. If you want to close the ends of the scarf, do so with fringe.