Parallel SGs are ONLY a good idea if you do NOT use any shared file systems in that service group, i.e. file systems that migrate to the active node. If you do, better forget it.
If you have a service group that uses some file systems, but still want an application to be online on all nodes, then you MIGHT play with a separate, parallel service group that contains only the application resource. But service group dependencies are not trivial to use, and in many cases they do not work the way you would like them to work.
It's probably better to use init scripts or an entry in /etc/inittab if you want to keep the service running on all nodes. In Solaris 10, you can define it as a service and have the OS keep the service running relatively easily. That's certainly better than mangling the VCS configuration.