I am one of those divers that uses his Al40 "pony" to extend dives. Call it a stage/pony if you want but the net effect is the same. I do this for a couple of reasons. First, I own all steel 72 tanks so using a larger tank is not an option unless I borrow one. Second, I can double my tanks up true but sometimes I want a single/pony combo, like when there is a long walk or difficult access.
As Lynne said, the most important thing to do is to understand how to use them correctly. Just as you would if you used doubles or even a large single in regards to deco limits. There is nothing magical about a pony tank, it's just a cylinder of gas, a resource.
First, I determine what my rockbottom or bailout reserve volume has to be for the dive. For me, at 100ft that would be 20cuft/diver.
Second, I determine what PSI in my tank represents that volume. For an Al80/Al40 combo that would be 800psi/1500psi respectively.
At max depth/time I need at least 20cuft in each tank before I begin my ascent. This is the same whether I solo or am with a buddy.
During the dive I breath 20cuft off the pony, down to 1500psi, then switch to backgas. The pony is now reserve only. I then breath backgas until 800psi (or sooner if NDL's become an issue) and begin ascent. I now have 20cuft backgas/20cuft reserve gas.