While creating the blue cardigan the first time, I worked on the sleeves and made them both at the same time.
The first time I heard of this technique, I thought 'Huh? How can you make two sleeves at once?'
But after making my first-ever sweater and forgetting how many rows I did from the first sleeve to the second sleeve, I vowed to make both sleeves at a time from there on out. That way, if they were the wrong length, at least they would both be the wrong length.
Besides, when you make a sweater, sometimes you end up with second sleeve syndrome (similar to 'second sock syndrome', whereby you are too fed up to make the second sock by the time you finish the first one.)
With this technique, you simply cast on for the first sleeve with one ball of yarn. Then you cast on for the second sleeve with the second ball of yarn. You have to be careful about getting the two balls of yarn tangled together, but I found that if you keep each ball in separate little bags on either side of you, they won't bunch so easily.
I've also heard that if you are the type of person to get bored with your sweater by the time you get to the sleeves, then you should simply knit the sleeves first. I can attest to this technique, since I had to start everything in my cardigan over again, except the sleeves. Although, if you are also the type of person to skimp on buying extra yarn, you may run out of yarn on the body of the sweater with that method (far better to have shorter sleeves rather than a shorter sweater, right??)