Without a doubt, I would use a double stroller. We have 3 kids, including a set of twins. We tried using two single strollers for the twins, but found it was just a royal pain. It meant both of us had to push a stroller, park it, etc... Yes, the downside to a double stroller is that it's larger, heavier (especially when the kids are in it) and more cumbersome. However, the trade off is well worth it, IMO. Only one stroller to park, easier to keep your party together, the kids get to ride together, a double stroller can often carry more (diapers, etc...). Just my $.02, but double stroller all the way.
Edit: I suppose one advantage to single strollers is that your party can split up if needed, but we rarely if ever did it.