Context. By now more than 300 planets transiting their host star have been found, and much effort is being put into measuring the properties of each system. Light curves of planetary transits often contain deviations from a simple transit shape, and it is generally difficult to differentiate between anomalies of astrophysical nature (e.g. starspots) and correlated noise due to instrumental or atmospheric effects. Our solution is to observe transit events simultaneously with two telescopes located at different observatories. Aims. Using this observational strategy, we look for anomalies in the light curves of two transiting planetary systems and accurately estimate their physical parameters. Methods. We present the first photometric follow-up of the transiting planet HAT-P-16 b, and new photometric observations of WASP-21 b, obtained simultaneously with two medium-class telescopes located in different countries, using the telescope defocussing technique. We modeled these and other published data in order to estimate the physical parameters of the two planetary systems. Results. The simultaneous observations did not highlight particular features in the light curves, which is consistent with the low activity levels of the two stars. For HAT-P-16, we calculated a new ephemeris and found that the planet is 1.3 sigma colder and smaller (Rb = 1.190 pm 0.037 RJup) than the initial estimates, suggesting the presence of a massive core. Our physical parameters for this system point towards a younger age than previously thought. The results obtained for WASP-21 reveal lower values for the mass and the density of the planet (by 1.0 sigma and 1.4 sigma respectively) with respect to those found in the discovery paper, in agreement with a subsequent study. We found no evidence of any transit timing variations in either system.