If you're just looking for a "comfort while crying" carry, and not a "get other things done" carry, I don't think anything can beat just using your arms. I get them standing (or sitting, or lying) facing me, and just scoop them up, one hand under each, and then, once they're snug against me (front of them to front of me), hold them with my arms crossed over both of them. That way I can link my hands, or grip my left elbow with right hand and right elbow with left hand, to keep my grip on them both. Then bounce, sway, walk as normal!
I love the buff twin arms too. Though these days, I'm doing the 30 Day Shred DVD every day, which is supplementing the twin-lifting, and making the twin-lifting easier!