I have a terrible habit of saying "that that"; what words can I use to mitigate this? Here are two examples:
I believe that that movie was immoral.
I went to Walgreens and found out that that lotion you were talking about is no longer on sale.
Where's the double negative? There isn't one.
To include 'that that' is okay. In fact, in some cases, it's necessary. For example (from COCA):
He doesn't understand that that is a fundamental issue that is facing this country - ABC_Thisweek
However, as snailboat says, the first that is omissible.
You might be surprised to see this example with 7 thats. It still makes sense!
It is true for all that that that that that that that refers to is not the same that that that that refers to
In most cases you don't actually need both of them. You are using the word "that" as both a determiner (specifying which movie/lotion), and as a conjunction. However the conjunction form is not necessary in many cases, so you could omit it. Furthermore there are other determiners you could you - like "the" or "this" when appropriate.
[I believe] +that+ [that movie was immoral.]
The "that" joins "I believe" with a description of the belief "that movie was immoral". However you don't really need the conjunction.
I also notice that, when spoken, many people using the conjunction form of "that" will say it differently. Often they pronounce it as "thet" or "thit" or almost as if it contained no vowel "tht", and put more emphasis on the second "that". Like:
I believe tht that movie was immoral.
So when spoken at least, they don't sound like they stuttering.
As stated in previous answers, it is true that the second that is often unnecessary, and it is also true that using them both is not incorrect, but there is a simple way to avoid using it twice. Simply replace the second one with "the."
I believe that the movie was immoral.
I went to Walgreens and found out that the lotion you were talking about is no longer on sale.