There are various different kinds of Sigils;
- stack on kill
- static +stat (crit chance, damage, etc)
- condition duration
- damage versus foe
- on kill
- charge per kill
- on critical hit
- on weapon swap
As you've found, using two 'stack on kill' Sigils does not double the cap, but when duel wielding does build up the stack quicker. You cannot use two different Sigils which provide a stack of a different stat on kill, so for example you can't use a 'stack power' and 'stack precision' sigil and get the stack for each, the first one will stack and the second one will be useless until the firsts' stack is reset (via changing zone or downing). It is also probably worth noting that on kill stacking effects will remain even if you swap or unequip the weapon.
All of the other sigils do appear to stack together, so you can for example use two static +stat sigils and get the bonus that way, or have two different on weapon swap sigils and get the effect from both.
Additionally, sigils that apply a 'charge' effect will stack with sigils that provide a stack on kill, so you can could for example use a Sigil of Sancutary to gain invincibility along with a Sigil of Perception to increase your precision.
Active effects have a shared cooldown between all Sigils, so for example, triggering the cooldown on Sigil of Strength will prevent you from triggering the cooldown on Sigil of Air, but will not prevent the passive effects of other Sigils for example Sigil of Force.
In the instance that you're dual wielding like you are, the mainhand weapon Sigil will always proc before the off hand weapon Sigil.
Sigils that have a chance to trigger on critical hits will stack their chance multiplicatively, not additively - so if you're using two Major Sigils of Water (which each have a 20% chance to Heal nearby allies on Critical Hit) you will in fact have a 36% chance of triggering the effect, not 40%, by using two.
In the instance that you're using a mainhand and an offhand, Sigils that trigger off critical hits can trigger off any critical hit, regardless of whether the Sigil is in the mainhand and you've just critical hit with the off hand - provided the weapon is currently 'active' (rather than an inactive weapon waiting to be swapped to using the weapon swapping system) the effect of the Sigil can trigger.
More information about Sigils and their effects can be found on the Guild Wars 2 Wiki.