I have both Ann Budd's "Getting Started Knitting Socks" and Melissa Morgan-Oaks 2 at a time on one long circular needle book. I LOVE them both!!!
Once I learned the two at a time on one needle method I was completely hooked! Now whenever I have anything to knit that requires two of the same piece (gloves, mittens, leg warmers,sleeves, and of course socks) I go with Melissa. It's so great to have both pieces come out the same length without having to count rows!
It's an awesome skill to develop. I would recommend, though, that you get very familiar with sock techniques first so that the 2 at a time on one needle won't be confusing. It's a lot to take in when you're uncertain about the basic how to for socks and then try to do two at once!!!
I also tried the two at a time on 2 needles and found it awkward but that's, of course, a matter of preference. For me the one needle deal was terrific.
As far as the Extreme Knitting of two socks at a time, one inside the other, that is totally FUN, FUN, FUN! It nearly scrambled my brain until things clicked into place. I first learned the technique doing a pair of leg warmers but my next project will be the socks so I can learn the shaping for that method. Also, I used one long circular needle although it can be done on DPN's as well.
Mainly, have fun with it! When I first started learning to knit socks I wanted to try out every possible way there was to knit them and made it my crusade to learn each technique. My thinking was that was the only way I'd ever figure out which was the best for me. What actually happened is that along the way I picked up so many new and wonderful skills that I have this broad repertoire of techniques at my disposal and many of them apply to other projects besides socks! And I can choose whatever method of sock knitting appeals to me at the moment because I've learned several.
So anything you learn in your explorations will be to your advantage. Learn, knit, enjoy....and spread the joy!
Happy knitting (and learning)