In your car, do you have a toggle switch for the heater? No, when you don't need as much heat, you can throttle it back. You select a lower heat level which provides a more gentle warmth. If all you had was the switch, when you got blasted too hot, you'd shut off all heat until you got too cold, then you'd turn it back on and repeat the process.
A 2 stage, 3 stage or 13 stage furnace has more than just on & off. If you don't need full blast, and you very rarely do, a multi-stage furnace with appropriate thermostat gives you a lower, gentle heat level. Constantly blowing warm air on a cold day, just like in the car, is very comfortable. Getting blasted then nothing isn't.
Not sure you're referring to cooling or heating...but either way, 2 stages are always better than 1. When a contractor performs a "load calculation" for your home. He basically is calculating size, for worst case conditions. But most of the time those conditions are more favorable than what is used in the calculation. Having staging essentially allows you to adapt to the changing loads on your home. The load can change externally (changing weather) or internally (setting back your thermostat). Make sure you also have a 2 Stage thermostat installed. As far as airflow, make sure you select an air handler (or furnace) that also varies its fan speed based on what stage the heating or cooling is running at. Not all brands do this with the fan, so do your homework.
I have an American Standard 2 Stage, Variable Speed Gas Furnace and a 2 Stage Air conditioner in my house and I love it.
When my system is running on first stage cooling, the indoor fan runs at 50%. Very Quiet. It runs on 1st stage almost all of the time. On those really hot days, the 2nd stage kicks in, the fan ramps up to 100% and cools the house down quickly. Works the same way when the furnace runs except first stage is about 67% and second stage is 100%. All the installing contractor had to do was set some dip-switches up on the furnace to get the right airflows.
Over the course of a year, my electricity and gas consumption was dramatically reduced. Even though the weather was worse (hotter summer, colder winter).
I work for a distributor. We have strict policies about not selling the equipmment over the counter or doing side-work (even if its for our own house) So I had to have one of our dealers install it for me. Its a good policy and I value my job. The dealer did a terrific job.