One thing to watch for is the Mr Tuffy's can cause a flat by cutting through the tube at the place they overlap, especially if you're running the tube at high pressure. This happened to me twice and I've heard of it happening to others. I read somewhere you can prevent this by putting a little duct tape over that overlap spot. I haven't tried that.
I've had better luck with panaracer flataways, a kevlar tire liner. They're light, tough, and don't seem to affect rolling resistance. Unfortunately there pricier and also harder to find but I'm told most LBS's should be able to order them.
I'm not a fan of thornproof tubes. They really add to rolling resistance, in my experience. I 2nd the motion that liners are a better alternative.