I've done doubles of it (usually when people call BS at a party and I get them to throw some $$ down, on occassion when I want to go from 0 to drunk as quickly as possible). Generally requires some walking around afterwards, never mind the way it gets my saliva glands pumping, requiring me to swallow repeatedly (and quickly) afterwards. Single shots arent as bad by comparision, they are very good at breaking up any congestion you might have in your throat.
Not something I would recommend unless you can take shots of 151 without a problem. It does make a very good batch of Hairy Buffalo, because there is no taste to it except fire/burning.
Also, at least for me, just before you take a shot, you'll want to breathe in, at least partway. After taking the shot your throat will be full of alcohol fumes, and if you dont breathe out before breathing in after the shot, you'll cough/choke on the fumes (much like if you open a cap of pop and bring it to your mouth fast and breathe in, you'll cough). And if you cough/choke on the fumes, you're going to be puking.