How to make double cline in tables?

use package hhline, available with any TeX distribution:

\documentclass[a4paper]{article}
\usepackage{hhline}
\begin{document}

\begin{tabular}{ccc}\hhline{=~~}
 foo & bar & baz  \\\hhline{~=~}
 foo & bar & baz  \\\hhline{~~=} 
\end{tabular}

\end{document}

AFAIK the \cline does not add vertical space by itself, therefore the two are just printed over each other. The booktabs package, which I can recommend greatly in general for all tables, defines therefore the \morecmidrules macro:

% \cline is now \cmidrule
\cmidrule{1-2}\morecmidrules\cmidrule{1-2}

However, the booktabs manual says that double lines are evil and should not be used at all....

Put

\noalign{\vskip\doublerulesep
         \vskip-\arrayrulewidth}

between \clines.