I walk 3-4 dogs at a time and I'm not using a "double" leash so what I do is have different color leashes for each dog....actually black leashes for Mayfly and Skipper who always walk together; red for Mitzy and blue or orange for Loco.  That way it's easier to keep them straight when they get tangled. 

Linda reminded me of this over on another post so I thought I'd share this tip with those of you walking more than 2 dogs!