My first fresh cycle (young, proven donor) failed. That was a SET, which my clinic highly recommended due to their stats and the embryo quality. That was a BFN. I was already 43, had a 2 year old at home and a FT job, and a sick mother I was helping care for. I had to drive a distance to get to the clinic, monitoring, etc. I just could not imagine continuing to do SETs and I too felt that my chances were better by transferring two. My RE was not happy with me but they did it. Twin boys born big and fiesty at 36 weeks. I love them to death and of course can't imagine life without one of them.
Multiple pregnancies are more risky, statistically, but that doesn't mean your's would be. I have known lots of women pregnant with singletons that ended up on bedrest, leaking fluid, pre-eclampsia, etc. But the increased risk (to you and babies) is something to seriously think about.
If you are scared about twins and you can afford to do SETs (financially and time-wise) that is a great option. Good luck!