What is your opinion on the philidor counter counter gambit?

It is very tactical and if either side makes a mistake, they lose. What do you think is the best line for white to play?

d4xe5

I personally do not like opening up my king side pawns that way until after I have castled

The book way to a white advantage here is 4. de fe 5. Ng5 d5 6. e6 Nh6 7. Nc3 c6? (...Bc5 meets the same reply) 8. Ngxe5! de 9. Qh5+ g6 10. Qe5 Rg8 11. Bg5 when white should regain the piece and emerge a pawn ahead (11...Bg7 12. e7!)

 I've played it before myself on occasion and when I have, I've ventured into the craziness of 6....Nf6 7. Nf7 Qe7 8. Nxh8 Bxe6 9. Be2 g6 10. O-O Nc6 and 11....O-O-O.  Black is exchange down but will get an opportunity to go after the white king.

I'd say 4.Nc3

check this out: http://blog.chess.com/JimWest?keyword=philidor !

I see no "counter"-gambit, let alone a "counter counter"-gambit.   Just looks like a regular gambit to me.

Yes, Philidor's idea had been an early ...f5, but 3.d4 f5 is the big problem with this. It is quite easy for white to achieve an advantage as black's position becomes a bit too loose.