I happen to enjoy doing that every now and then as well. Without limited slip one wheel is usually the best you can hope for. Sometimes the left will spin, sometimes the right, and on rare occasions both will. It has a lot to do with road surface and how the weight of the vehicle is on the rear wheels.
If you want to do both I've had good luck spinning them on an upward grade. This seems to load both wheels just right, and also I've found that if you start off slow, like lots of brake and slowly feed the gas to it you will have better luck at getting both to ROAST!! By the way, my car is a 95 E320 that loves to burn tires too