The double stroke roll is an extremely popular rudiment that should be practiced to perfection by anyone serious about playing the drums. Not only is it popular for use within beats and fills, but it is also the foundation for many other important drum rudiments.
You can start by playing the doubles using your wrists for each stroke. Focus on keeping both alternating strokes at an even volume. This can be done by watching your stick heights during each stroke, to be sure they are all coming up to an even distance from the drum head. If the first stroke of each set of doubles is louder than the second, your double stroke roll will sound sloppy and un-even.
Once you have mastered the basic pattern using your wrists, you can begin to speed it up. Eventually, you will begin to bounce the sticks to get the double strokes. This can take some time to perfect, but it will allow you to play with much greater speed.