Most of the time stacking filters is not recommended. There are times to break the rules (of course) but generally it is not a good idea for the reasons Trevor already mentioned.
Examples of exceptions to the rule... There are times I am using an infrared filter, and I want a longer exposure than the light allows, so I add a ND filter. The same works with a CPL and an ND filter. However, to avoid vignetting, I use square filters instead of screw in types, which helps to an extent - depending on how wide you are shooting. Stacking this way works well on both digital and film photography.
However for UV filters, which honestly do little more than protect the lens, there is no real reason to double stack.
Gary
Digital: Canon: R6 Mk ll, R8, RP, 60D, various lenses
Film: (still using) Pentax: Spotmatic, K1000, K2000, Miranda: DR, Zenit: 12XP, Kodak: Retina Automatic II, Duaflex III
