A good deal of the cost is the joining of the two barrels. First you have to build two barrels then you have to make them hit at relatively the same point.
Doubles are great waterfowl guns. I've hunted lots with a pump and find that I didn't use the 3rd shell very often and when I did it was usually a wasted shot. With two barrels I'm guaranteed two shots and the second shot is immediate, no moving of an action to throw you off. Worst case is changing triggers, depending on if you go with one trigger or two. I prefer two, less parts to give grief, instant choke change if necessary and I find switching triggers to be very automatic with just a little practice.
I hunted last fall with a Stoeger O/U and there is a reason they are a cheaper gun. The quality just isn't there. They are a good gun for the money but they don't compare with higher end guns. If you are going to go out and shoot 2-300 rounds a year for hunting they will get you by. However I put mine through close to 3000 rounds shooting trap last summer and it just doesn't cut it, every couple hundred rounds it locks up and I can't break it open. Fortunately it never happened on a hunt.
Don't be scared to try a SxS either, I wondered what they'd be like to aim looking down two barrels instead of one, but if anything it might be slightly easier, once again it just took some getting used to. I shoot an old stevens 311 in 12 gauge and it works great on clays, havn't had it hunting yet.
I just purchased my new goose gun for next year. It's a W. W. Greener SxS 10 gauge. New being a relative term, it was built in 1892, has 32 inch fluid steel barrels chambered to 3 1/2" shells. handles beautifully, and comparing it to a stoeger you start to see where the extra money comes in on a higher end double. I have only shot light 1 5/8 oz loads so far, so I can't speak to the kick yet with full hunting loads.
Only downside I find to doubles is they can be a pain to load in a blind. Especially an O/U, between trying to find room to crack the barrels and then gettting the shells in with the barrels pointed upwards. However if you use a layout blind I don't see that being any problem at all.
As an added bonus no one complains about the hulls bouncing off the back of there head. No hulls spread around to flare geese either. Easy to keep controlled even with ejectors.