Is there a right and wrong way to use double negatives?

Somewhat related to How can double negatives "has a respectable history as a rhetorical device for emphasis" when they're harder to understand? I am noticing that that there is an increase in use of double negatives in speech.

"I didn’t say nothing" or "I don’t want nothing" is very common. One friend of mine who keeps doing this has the mickey taken out of him by returning with Oh, so you did say something then".

I hear it a lot in pop and R’n’B songs. Take for example, If I ain’t got you by Alicia Keys.

The chorus has "But I don’t want nothin’ at all" in it, and the outro has "Said nothin’ in this whole wide world don’t mean a thing".

So, with my friend’s predicament in mind, is there a right and wrong way to use double negatives?