The general result is the Master Theorem
But in this specific case, you can work out the math for a power of 2:
C(2^k)
= 2 * C(2^(k-1)) + lg(2^k)
= 4 * C(2^(k-2)) + lg(2^k) + 2 * lg(2^(k-1))
= ... repeat ...
= 2^k * C(1) + sum (from i=1 to k) 2^(k-i) * lg 2^i
= 2^k + lg(2) * sum (from i=1 to k) 2^(i) * i
= 2^k - 2 + 2^k+1 - k
= 3 * 2^k - k - 2
= 3 * n - lg(n) - 2