No scientific studies have been conducted with the purpose of looking at the differences in sexually transmitted disease (STD) and pregnancy prevention, as well as breakage risk, between wearing two (or more) condoms at once versus wearing only a single condom. However, strong anecdotal evidence is available. According to an article in the November 1995 issue of the American Journal of Public Health (pp. 1514 - 1520) entitled, "Condom use among female commercial sex workers in Nevada's legal brothels" (by A.E. Albert, D.L. Warner, R.A. Hatcher, J. Trussell, and C. Bennett), the participants were asked, during a standardized interview, about strategies they used to prevent condom breakage during the previous year. More than half of these women reported using the "double-up" strategy. This "double-bagging" approach did not appear to result in condom breakage for them. To reduce friction and the possibility of condom breakage risk even further, these women also reported adding extra lube between the two condoms.
For now, until hard science presents otherwise, the main issue here seems to be more about a state of mind. If you remain concerned, or unconvinced, about breakage risks from wearing multiple condoms at once, stick with wearing a single condom. On the other hand, if you remain concerned that single condoms do not provide enough protection against STD's and pregnancy, then "double-up" if this will ease your mind. In general, protective efficacy and breakage risks seem to be similar for single as well as multiple condoms, particularly if sex is vigorous or prolonged [i.e., using the same condom(s) for sex lasting more than 1-1/2 to 2 hours]. In that case, use a new condom (or condoms).