What I'm writing here may not be suitable for people who have lots of PDFs to merge but, in case anyone is interested, on a Mac you can merge PDFs with Preview which is installed as standard. (This works with Snow Leopard, I'm not sure if it works with previous/later incarnations.)
Here's how:
1. Open the PDFs you want to merge.
2. Make sure each document has the sidebar open showing Thumbnails of the pages (as opposed to the Contact Sheet or Table of Contents). You can check this with the mini-toolbar on the bottom right of the document window.
3. Select the thumbnails of the pages you want to merge in the document you want to merge FROM (shift/cmd work the same as in the Finder for selecting multiple items, or just use "Edit -> Select All" if you want everything).
4. Drag the thumbnails from the first document to the sidebar of the second document you want to merge INTO.
5. A line will appear in the second document's sidebar showing where the merge will happen.
6. Release the mouse button when you're happy with your placement.
You can also rearrange pages by dragging the thumbnails around.
Don't forget to save the modified document with a new name.
I hope this helps someone.