I have a Trailabike, which I attach to my bike (I think this is the same as what you mean by a tag along), and then I attach a bike trailer (in my case, Burley) to the Trailabike. It works quite well, if you're a fairly comfortable and strong rider. If you've been towing two kids, I'm sure you are. The biggest challenge in this set up is that it makes a loooong load, and takes a little time to get into motion. I have to allow a little longer for myself to gain momentum to cross a road or intersection, and a little more time/space for getting the whole rig through to the other side. Oddly enough, I've found that the trailer helps to stabilize the Trailabike against the wiggles and wobbles of the kid on it.
My kids get a kick out of it--we call it the bike train. Actually, my daughter's now 9 and long since on her own bike, so I pull the six year old, and use the trailer for towing his friends, his bike to the park, our picnic, skateboards or basketballs, or whatever else doesn't fit in my saddlebags.