This is obviously a complex issue and is very much about personal preference more than any particular technical aspect.
At the end of the day one is not better than the other, they are just different.
Essentially it comes down to length and weight. 18 Ft and under is traditionally a single axle and 18. 6 Ft and over is a tandem axle. As far as safe towing is concerned, specifically in regards to sway, a single does not move any more than the tandem or vice versa. It comes down to weight distribution, having the correct tyre pressures and having the correct balance.
Payload comes into effect as well, with a single axle you are limited to 2.5 tonne, so if you are wanting to tow more than this you will need to go up to a tandem axle.
When buying a caravan, try not to let the single axle vs tandem axle sway your choice too much as it is far more important to get an internal layout that works for you and the features that you need to get you to the places you want to go.