You guys, there are a few different ways to do this. I do my double exposures in post and I use Photoshop. The simpler the image the better. Keep in mind using a simple background is helpful. Usually, double exposures work best as profile shots if your doing a portrait. Remember- always break the rules.
I lay two images on top of each other in PS - and then either using SCREEN mode or NORMAL mode and turning down the opacity until it looks right. I take out any distracting stuff on peoples faces with the clone stamp. The hardest part (for me) is finding two images that fit!
I know that you can get way deeper and more complicated than this, believe me! But this is my simple process.