When we found out that we were having twins, we went all out and got just about everything you can imagine. It took us about three months after they were born that alot of the stuff we bought was unnecessary and the nicer things were not always the easiest to use. As for strollers, we started off with the Graco Duo Glider. The Graco is a great stroller now that the babes are sitting up and want to be "more involved" in their world, but for the first few months it was impractical. Fist off, its bulky. Secondly, the basket underneath is impossible to get into with the infant carriers attached. Third, it wouldn't fit in the trunk of my car unless I took the front tray off - not a big deal, but with multiples the less you have to do the better.
A MUCH better stroller to start off is the Snap and Go. I can not tell you how much I loved this thing. Basically all it consists of is a frame with a small momma tray and a HUGE basket underneath. Perfect! The thing weighs almost nothing, fits into my trunk with plenty of room for groceries, and is highly maneuverable. I have been able to fit almost an entire grocery run in the basket below (no need to pull a cart). Another trick I learned is that you can place one of those hand baskets on top by putting one end on the momma tray and the other on the handle of the carseat in front. I wouldn't put anything heavy in there because of the baby below, but it was fine for bread and eggs. Let me tell you...once my kids could no longer be in an infant carrier and I had to let the Snap and Go go, I felt like I was losing a good friend. That thing was a workhorse. I live in Michigan, and it even had no problem with snow!
One last parting word to mom's expecting twins, whatever stroller you get make sure that the basket is large and easy to get into. You have no idea how important such a simple thing is.

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