I find that 90% of my punctures are on the rear tire, so on my winter road bikes I run gatorskins on the rear and ultra-sports on the front. This gives a decent balance of puncture protection, road feel and cost (the ultra sports are a great, inexpensive road tire, just prone to punctures). I think the theory is that debris lies flat until the front wheel kicks it up, and then it punctures the rear.
Perhaps you could do the same ? Put a marathon on the rear and something lower weight and rolling resistance on the front ?
The only situation I can remember in which I punctured front and rear was when I was living in the UK and the farmers / local council had just pruned the hawthorn hedges, helpfully leaving the bridleway strewn with thorns. I think the only solution in that situation is probably tubeless.