Is a sequential double transformation acceptable?
If the plasmids you wish to transform are very big (more than 20kb), the co-transformation might not be very efficient (you might not get any colonies). Electroporation should work though, as electrocompetent cells are more efficient than chemically competent cells. Alternatively, as you have read, you could transform your first plasmid and select for it, and then make these cell that harbor it competent and transform the second plasmid. As long as you select for the plasmids (with kan/carb/etc resistance marker), the cells that grow on the selective media will keep both of them. If I were you, I would try the co-transformation and then if it doesn't work I would do the sequential transformation.