In most tissues, close to 100% of DNA methylation occurs at CpG sites. This provides a straightforward mechanism for epigenetic inheritance. Since C and G are complementary, both strands have the CpG site at the same locus and methylation is either present on both strands or on neither. During replication, each daughter DNA molecule inherits a parent strand with the (un)methylated CpG sites. Enzymes can recognise when there is asymmetrical CpG methylation and subsequently methylate the new strand where required. So, for CpG sites, both strands are methylated or not.
In embryonic and induced stem cells, however, ~25% of the total methylation occurs at non-CpG sites (especially CpA). Thus, methylation at a specific locus would only occur on one strand. As far as I know, how/if this methylation pattern is inherited has not yet been elucidated. Furthermore, this type of methylation occurs throughout the chromosome and is particularly high in exons whereas CpG methylation generally occurs upstream of a transcription start site.