For those having a problem with the double slashes i.e. //sitemapproducts.xml here's how I fixed that:
In sitemap.class.php, line 554,
change
$filename = $this->savepath . '/' . $this->filename . $type;
to
$filename = $this->savepath . $this->filename . $type;
I suspect this is due to using a different directory to catalog, and perhaps from specifying the directory with a trailing slash in config?