We experimentally demonstrate a simple and novel technique to simultaneously insert a liquid into the core of a hollow-core photonic crystal fiber (PCF) and a different liquid into its cladding. The result is a liquid-core, liquid-cladding waveguide in which the two liquids can be selected to yield specific guidance characteristics. As an example, we tuned the core-cladding index difference by proper choice of the inserted liquids to obtain control over the number of guided modes. Single-mode guidance was achieved for a particular choice of liquids. We also experimentally and theoretically investigated the nature of light confinement and observed the transition from photonic bandgap to total internal reflection guidance both with the core-cladding index contrast and with the PCF length.