Since I just sent this message to help out a customer, I thought I'd share it here for people who may need this information.
I agree with Uncle Dimitry that Aweber is a piece of "You Know What" but since I'm still using them, I'm happy to help others who are new to the platform.
You absolutely want your autoresponder service to be set up for single/no confirmation optin. You are building a list of potential customers. If they don't confirm, you can't send them any information/promos.
When you have your AR set to double optin, you'll lose 60-70% or your subs because people will blow off the confirmation.
The two situations that work well for double optin are: segmenting your list or confirmation for a customer who made a purchase and then they'll be looking for your confirmation because they are looking for whatever it is they just purchased.
Here's how to set up single optin inside of Aweber:
On your home page in Aweber, on the gray strip to the right click on "List Options" and select "List Settings".
To the left under "List Settings", Click on "Confirmation Message". Scroll down to "Confirmation Message Settings" and turn off both options that say "Send confirmation message for AWeber sign up forms" and "Send a confirmation message for subscriber imports".
Then scroll to the bottom and press the big green "Save Settings" button and then you're good to go!
Hopes this helps.