Xith’s shadows are shadow volumes if i remember right, which need meshes to be properly closed to get the correct volumes created. Theres some weird method of duplicating the triangles to face the opposite way as well which gets around having to have a properly closed mesh. Just a guess, mind you…
A double jump to me is exactly that - mid way though jumping you press the button again and the character leaps up again, seemingly pushing off thin air. (See: Metroid, Viewtiful Joe). Other variations are having it as a sudden burst of speed to propel you in a certain direction to get more length/height (See: Sonic games, Alien Soldier).
I’d expect it to be a special move thats avalible at any time, but you could have some sort of pickup (jet pack perhaps?) which gives you the ability for either a short time or permenantly. Depends on what ideas you’ve got planned for your guns i guess…
Edit: and the key thing about the double jump is that you can only pull it off once per jump. Its no good if you can keep using it to stay in the air indefinatly