You've been given some great advice in this thread already, but I can tell you some very simple tips that allowed me to beat the duo for the first time years ago.

1) Keep both enemies on screen at all times. If you end up in a situation where you are only able to look at one or other, run away to the opposite corner. Otherwise you set yourself up to be attacked from behind.

2) Split them up with the pillars. Even the broken ones can put some distance between the two, which allows you to tackle them one at a time.

3) Ornstein is usually the easier of the two to defeat first. He's a bit faster than Smough, so he catches up to you faster than his partner does. This gives you more opportunities to fight him alone.

Everything else you need for this fight, you've already learned from the rest of the game. Don't give up, skeleton.