So when I am double tracking a guitar part I will have the microphone close the amplifier and then I will move it much farther away.

In this situation there is a volume difference, do I keep the difference or should they be the same volume.

I am guessing they should be the same since If I pan them, then one side will be louder than the other...

So in this case how do I compensate for volume loss?

Increase amplifier volume?
Increase preamp output/input?
Increase volume in software?
Try and compress it maybe? Or just turn up the volume after you recorded it, just so long as it doesn't clip (unless you like that sound). Or if you are not recording the tracks simultaneously turn up the volume more, but you may have to play around with the EQ for a bit to get the sound you want.