Double Dragon method. Co-op until after you beat the final boss, and then fight each other over Marian.
I think this is why I like Castle Crashers so much.
I loooove me some co-op multiplayer. Whether it's a side-scrolling hack-and-slash (Castle Crashers), a rhythm game for four (Guitar Hero, Rock Band), a shooter (Gears of War), or a game like Baldur's Gate, I can't get enough multi-person campaign games.
However, co-op multiplayer is really only good if you have a good partner that you like. I'll rarely, if ever, choose co-op campaign search for Gears of War or Halo 3 online, because I'll get hooked up with some random stranger who will probably end up dropping out anyway. I never play co-op with people in the RL because pretty much no one I know is as heavily a gamer as me (and if they are, chances are I don't like them. For different reasons). So I almost never get an opportunity to play a good co-op game with some good people.
Having said all that, I think I prefer multiplayer versus the most. I agree with LD when he says nothing beats the satisfaction of obliterating another human. Prime example: super smash bros. I remember back in the day on the N64, I'd play that game against anyone willing to challenge. Sadly, I have no one IRL to play Brawl with regularly. I'm the best gamer out of all the gamers I know :(
Although I definitely play single-player games the most, by far. Which should be pretty obvious because I keep saying I often don't have anyone to play multi with.