Sean and JJNEFF are both right in my experience. I've done both and not all situations are appropriate. Like Sean said, having two sets of lighting and swapping them out is a pain and if you get very involved in one, you lose focus on the other and its sometimes hard to get back into the saddle. If I am going to shoot, say, food (which I don't specialize in) I will do a dual shoot because food is hard to set up and look good...it's generally an art. So I don't want to look back and say, dang, I shoulda shot that when I had the chance. But other stuff like me washing a window just wasn't right to do a dual shot...very different set ups and easy to to one at one time and the other at another time. Really situational for me.