I guess if you're really averse to DIY, then sure, but the "roundabout" way is exactly how the typical commercial dual regulators are made, so it's really not any less clean or simple, aside from the simple matter of assembling it - for example, looking at the one you linked to, it's obvious that it's the same as the single regulators sold at the same site, connected with a 1/4" pipe nipple - and judging by the use of teflon tape instead of liquid thread sealant (like loctite) I'd hazard a guess that they assemble them that way themselves. You may also notice that kegconnection.com also sells a "CO2 regulator, add a body" which is what I described (single-gauge reg with pipe nipple) which allows you to add an additional reg to an existing setup.
For a cost comparison, you could buy two nice dual-gauge regs with knobs, plus the pipe nipple, for $81 from beveragefactory.com - and you could save even more if you went with cheaper 'economy' regulators - which makes it cheaper than the pre-made dual regulators I've seen.
Literally, all you do is unscrew a gauge, screw the regs together with the pipe nipple, and screw the gauge back in. Done in just a minute or two with nothing more complicated than a wrench and some teflon tape (or preferably, loctite).
IMHO, a dual secondary regulator is a smarter way to go in most cases, albeit not the cheapest of options... You'll have the convenience of being able to mount your secondary regs anywhere you want, so you can easily access them to view and change pressures.