I've been a fervent supporter of double opt-in, but I have brought out the calculator, done my calculations and estimated that I have lost about 5k subscribers in the past 15 months.
Call this my Aha moment...
And this is with a 72% confirm rate. According to Aweber, they are doing a 78.1% confirm rate, so I'm not far off at all.
How Good Can Your Confirm Rate Be? - Inbox Ideas: Email Marketing Tips by AWeber
Now, confirm rates are just like sales. You'll have good days and bad days. Some days, half the people won't confirm. Other days, you'll easily get a 80%+ confirm rate.
Don't get me wrong, I will still be sticking with double opt-in using Aweber, BUT I will only be doing it for traffic sources that have a higher confirm rate.
For sources like Adwords, using double opt-in is suicide. From my testing, about 2 out of 10 will confirm. So I use another autoresponder for these purposes.
The moral of the story: build different opt-in lists. Have a double opt-in list for more targeted traffic sources, use single opt-in for more 'impatient' visitors (ie pay per click, pop-up traffic)