@Slin, you could have both techniques in the same .fx file and set different techniques in different materials (although that's not exactly convenient, either). The online manual doesn't seem to have it, but look up "technique" in your manual.

I agree that it'd be nice to have means of setting render states outside the fx file as long as the technique itself doesn't set those states. DOUBLE_SIDED is one of those that just makes sense.

Jibb