It is perfectly possible to transform a single bacterial cell with two or more different but compatible plasmids - a long time ago I did this with three plasmid is Escherichia coli! However, the likelihood of obtaining a double transformant will depend on the relative concentration of both plasmid DNAs and the competency and concentration of the host cells.
If you are not pushed for time and each of your plasmids is stably maintained with the appropriate (and different) antibiotic selection, then I suggest that you transform your host cells with one plasmid, then prepare new competent cells using a transforming colony in order to transform it with the second plasmid (a serial transformation like this means that you can save a sample of the single-plasmid strain too, saving time if you have to go back and repeat the experiment).
If you want to co-transfer the two plasmids at the same time, make sure that you plate out some of the transformation mixture on to no-selective plates (to measure viable untransformed cell numbers), onto plates with each of the antibiotics separately (to assess the transformation rates of each of the two plasmids) as well as onto plates with both selective antibiotics (for the double transformation). In this way if you do not get the double transformation you want, you will be able to work back to identify the problem you have had with the transformation process.
Once you have obtained your double transformant, it is important to re-streak into onto the double antibiotic plates, as well as on both single antibiotic plate, to make sure that you have the correct strain (it would be good too to confirm the presence of both plasmids by DNA preparation and restriction mapping - not necessarily by colony PCR as this might not indicate whether the plasmids are integrated into the chromosome of the host or not).
You may have problems if one or both of the plasmids are expressing heterologous proteins from strong promoters which may not be completely repressed.
I concur with Andrew J Spiers that getting double transformants is not usually a problem. Assuming normal sized cloning plasmids and saturating DNA for each, my experience is that about 10-30% of the transformants will be doubles. So it should not be a problem if you have a selection for both (or a selection for one and a screen for the other).