Without getting into the theory, one can often solve recurrences by assuming that the series tends asymptotically to a geometric series (without quite reaching one). There will generally be two or more geometric series that satisfy the recurrence, and a linear combination of them will yield the desired series.
For instance, suppose we try to make the $a_2$ and later terms conform to a geometric series, so that $a_n = a_0r^n$. We would find
$$
a_n = 4a_{n-1}-2a_{n-2}
$$
$$
a_0r^n = 4a_0r^{n-1}-2a_0r^{n-2}
$$
and then dividing by $a_0r^{n-2}$ gives us
$$
r^2 = 4r-2
$$
$$
r^2-4r+2 = 0
$$
which can be solved using the quadratic formula to yield
$$
r_{1, 2} = \frac{4 \pm \sqrt{16-8}}{2} = 2 \pm \sqrt{2}
$$
That is to say, two families of geometric series satisfy the recurrence, one being $a'_n = a'_0 (2+\sqrt{2})^n$ (for any $a'_0$), and one being $a''_n = a''_0 (2-\sqrt{2})^n$ (again for any $a''_0$). To find out which linear combination yields the desired series, we write
$$
a'_0 + a''_0 = a_0 = 1
$$
$$
a'_1 + a''_1 = a'_0(2+\sqrt{2}) + a''_0(2-\sqrt{2}) = a_1 = 2
$$
which yields the rather convenient solution $a'_0 = a''_0 = 1/2$. So our final closed-form solution is
$$
a_n = \frac{(2+\sqrt{2})^n+(2-\sqrt{2})^n}{2}
$$
and you should be able to verify that the recurrence is satisfied with the initial conditions.