One great exercise to get started on Double stops is by Sevcik called Preparatory Exercises in Double Stopping Op.9 for the Violin. These exercises can be found on http://fiddlerman.com under SHEET MUSIC and choose FREE VIOLIN STUDIES, ETUDES AND SOLOS
In this tutorial I go through no.3 which is exceptional for pinpointing intonation in advance, correcting when combining the interval and for finding the correct bow arm angle. This and many other tutorials found on Fiddlerman.com
Work on the intervals slowly while concentrating on intonation. Memorize the position of your right arm when on the double-stops and make as little movement as possible when moving over to the intervals. Apply even pressure on both strings when playing both notes together.
Learn to play Double Stops on the Violin