Sandstorm in a Balloon

The first jump goes higher than normal and the second one carries you a long way up on top of that, high enough that landing from the full height will chip you for fall damage. Either carry a Lucky Horseshoe or one of its upgrades, or get in the habit of saving the second jump for the way down, which cancels the fall entirely.

You can also cut the boost short by releasing the jump key partway through, which matters in low ceilings where a full sandstorm jump just plants your head in the rock.

Double jumps of different types stack, so this, a Sharkron Balloon and a Fart in a Jar all work together and give you three separate jumps in the air. Two items granting the same sandstorm jump do not stack with each other, and neither does wearing the pieces that went into this alongside the combined version.

Water cuts the total height down by a fair margin, so do not plan an escape from an ocean shaft based on what you are used to on land. Working the other way, the sandstorm jump adds a burst of horizontal speed when it fires, which makes it a quick way to reverse direction without losing all your momentum.