Probably the first thing you should do is to determine what you would be using it mostly for and pattern it with the loads and distances that you would be shooting it. My SxS's are all choked IC/MOD and I do well with them. My first SxS was choked MOD/FULL and I did surprisingly well with it. It seemed to me that an open choke would hurt me more at distance than a tighter one would close. I believe it was either McIntosh or Hill that suggested that a double would be best choked at a two choke difference than one, instead of IC/MOD to try SKT/MOD as an example.
I've never had a double opened and one member here has said that he wouldn't consider it. If you have had good work and success then I don't see why you shouldn't if you want it to be more versitle. Incidently, I just picked up a SxS 12 ga. choked .003 right and .011 left, and after patterning it at 20 & 30 yrds. I find it amazing how little constriction is needed. This particular gun was purchased expressly for woodcock and grouse hunting next year.
Hope this helps,
Karl