I second that, welcome aboard!
In general, I only allow a player to run two characters if they can demonstrate they can make me and the rest of the group that he/she is capable of acting out two sets of traits and personalities. That rarely happens, and its tough as a GM too (which of your characters told the Krakow guard to pound sand?)
Though I think that Kato's idea is very likely the better idea, I say that if they want lots of vehicles...SURE! HAVE FUN! Youre absolutely right about fuel. Also think bad weather, being easily detected, ammunition, repairs, oh the list goes on and on.
As for Escape from Kalisz, theres lots of ways to have fun with the adventure and squeeze your players into other adventures. And its definately a good module if your players are combat hungry. I think the best piece of advice is keep everything moving fast. Don't let things bog down and keep the PCs running like hell.
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