Double Doran's Abyssal is for when you're doing okay but so is the other mid. Also good vs poke champs (Ori, Ziggs, Xerath) etc.,
Any time you think "damn I need some mres."
Double Dorans' Deathcap is if you don't believe the other mid can kill you and/or you are ahead. Also good if you plan to roam to other lanes. Because Gragas is such a good farmer you end up w/ Deathcap fairly early and if you show up to another lane with a Deathcap and they're not expecting it you will do more damage than anticipated and net some kills.
Plus maybe make them rage at their mid for not stalling your deathcap/calling mia etc., --- ~GameFAQs LoL Board President~ http://i.imgur.com/6rO0g.png
I really like to get a Chalice before Deathcap. His mana costs are pretty huge, and at low levels your W won't be enough to sustain you unless you play more passively. It's cheap, so it won't gimp your damage enough to make a noticeable difference, and you'll be able to poke much more. --- Cooler than Freddie Jackson sippin' a milkshake in a snowstorm.