When I was teaching myself two at a time socks on two circs, I found it incredibly awkward! One of the main reasons was because of the TWO balls of yarn. I had them in plastic zip loc bags to try to help keep them coralled, but they just slipped and slid all over the place! Very distracting, but I LOVED the idea of the two at a time, so I looked for a way to make it easier.
My solution? I took a gallon size zip loc, creased it in the middle lengthwise, and then ran a line of zig-zag stitch right along the crease down the middle. (I thought straight stitch might cause the line to perforate so I used zig zag.) Then I had two pouches for my yarn in one bag! You can either cut a little hole in the bottom corners and thread the yarn through or run the yarn out the corners at the top and seal up just the center part of the channel. (If you're using a zip loc without the zipper sealer, just the channels) Either way, once you've got the yarn manageable, it's so much easier to concentrate on and enjoy the knitting.
When you turn your work, just grab a corner of the bag and give it a quick flip. If you flip it the wrong way, a couple more flips puts you back on track!
Hope this helps!