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This is a great question and as with many questions, the answer is that it depends. Depends on what?
Caique Pairs Love Their People Too
First, you need to know that caiques are unique in that they form strong bonds with their people even when in the company of other caiques. In the parrot world they are a rare exception to the idea that parrots will not bond to people when kept in pairs.
Starting Out with Two Caiques
If you are starting out looking to purchase a young caique then I would say that getting two is hands down the best way to go. If you would like your birds to have a constant source of fun and companionship even when you can not be there with them.
I would recommend a same-sex pair that has been placed together before or soon after arriving in their new home. Same-sex sibling pairs are ideal. If your birds are not raised together then it is best to get birds who had clutch mates and were raised with other caiques. This will make them more open to accepting others of their species.
Getting same-sex pairs is best because you can avoid any chance of breeding.
If you have the skill and know-how to breed caiques then you will want an unrelated pair and will need to wait 3-5 years before they may produce chicks (if starting with newly weaned birds). Not only will you need to know how to raise the babies but you will need to be able to secure enough good homes for any babies your pair may produce. There is never any guarantee that two birds will accept one another as mates. They may like one another enough to be buddies but still may not breed.
Benefits of Keeping Caiques in Multiples
Caiques are very active and playful and love to play with other caiques. One keeper of caiques said that "you can never play with your caique as well as another caique can." This is so true.
Besides them being able to play together they can roost together, groom each other and generally raise twice the havoc that a lone caique can.
If you have ever seen two caiques play together you will appreciate that this roughhousing and active play is great exercise. Sometimes a single caique will engage a person or a toy in this type of play but two together can really get carried away and provide each other with some great active exercise.
You may be able to house two bonded caiques in the same cage which will give you twice the fun in the same amount of space. It will also give you twice the noise and twice the mess (let's be real people).
Complications
While I prefer to keep caiques in the company of other caiques and preferably caged with another caique this may not be for everyone.
The biggest complication would be if your caiques produce chicks. Avoid this by keeping same-sex pairs.
Another complication would be if your two particular birds dislike one another. If this is the case you may be faced with a situation where you will need to have a second cage and provide individual out-of-cage time for your birds, thus doubling all the time and resources needed to keep one bird.
Some people prefer that their birds seek them out as their sole companions. They also believe that they have a closer bond with a single bird than they do with multiples. However, if you cannot be all things, all the time for your parrot, then having a birdie companion for them can be a great relief.
With two birds, you will need more toys, food and accessories for your caiques. Vet and grooming care will be double and the initial cost of acquiring the birds will be higher. So be sure to plan accordingly.
You will likely have more noise with two than with one, as they often feed off one another and escalate their volume to outdo one another.
Overall, I think having two caiques has more positives than negatives, but it is up to you to decide what works for you and your family.