In no particular order... it depends on a number of things. The woman's anatomy, the size of each guy's equipment, the flexibility of all three partners, and how relaxed everyone is.
Most of my experience is double pussy penetration with a relatively petite but very open-minded girl, and another guy about my size. We're all friends, comfortable with each other, and enjoy mild to wild kink.
One of the two of us guys is on bottom, lying on his back. The girl is in the middle, on her back cradled on the bottom guy, the second guy is on top, missionary style.
It is easier if the guy on bottom and the girl remain relatively still, and the top guy does the work.
The more lube and/or pussy juice the better. The feeling of your cock-head stroking the other guy is incredible, as is the sensation of penetrating the wet pussy of the female partner. It only takes a few minutes and everyone is cumming buckets.
This took a little practice to make it as good as it is. The bottom pair moving around too much makes his cock pop out, which is fun to fix but brings things to a too quick end. Too little lube/juice and things don't slide well. If she's not able to relax, it won't work at all. Both guys need to be pretty hard and stay that way, or it doesn't work well at all.
It is probably possible to do double anal, I've seen it in porn, but I think would be difficult and maybe uncomfortable if the guys are really hung.
