Combine/merge PDF files in Windows?

There are quite a few free options, as well as some good commercial ones:

Web-based (Free)

• BCL Premium PDF Merge Merge 2 PDF documents. Max 10MB/file. Limit of 20 merges/day
• MergePDF. Merge up to 10 files. Max limit of 5MB/file. (Registration required)

Desktop tools (free)

• Booklet Creater. Merges files to create a booklet. Rearranges pages to that you can print and fold to create a simple booklet.

• PDF Sam. Also known as "PDF Split & Merge". FOSS tool for splitting and merging PDFs. Windows & Mac. Console and GUI interfaces. On Windows, the installer by default installs Ad-Aware Security Toolbar, sets Lavasoft SecureSearch as homepage, new tabs, and default search provider.

• Swift PDF. Combines multiple images (JPG, GIF, etc.) into a single PDF.

  Editor's note, 5/1/2017: Swift PDF was last updated in 2006 and was compatible with Windows 95. The original link is dead and the product appears to no longer be supported. However, it is still downloadable at https://swift-pdf.en.softonic.com/

• pdftk. FOSS power tool. Command line only. Windows, Mac, Linux, FreeBSD. Windows GUI versions exist, including a portable version and the official free version.

There are also a lot of commercial tools.

pdftk.exe is available for Windows as well. See here: http://www.accesspdf.com/pdftk/#packages and here: http://www.pdfhacks.com/pdftk/pdftk-1.41.exe.zip

Here is an example commandline for pdftk.exe. It merges all PDF files in the current directory into a combined one:

pdftk.exe *.pdf cat output combined.pdf

Another one:

\\myserver\c$\path\to\pdftk.exe ^
   c:\path\to\input1.pdf ^
   d:\path\to\input2.pdf ^
   cat ^
   output ^
   e:\path\to\combined.pdf

Ghostscript can also combine multiple input PDFs (and PostScript files) into one output PDF:

gswin32c.exe ^
        -dBATCH ^
        -dNOPAUSE ^
        -sDEVICE=pdfwrite ^
        -sOutputFile=output.pdf ^
        [...more Ghostscript CLI options as needed...] ^
        input1.pdf ^
        input2.pdf ^
        input3.ps ^
        input4.eps ^
        input5.pdf

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Update suggested by @sunk818

There is a GUI for pdftk named PDFTK Builder. This essentially builds a command line based on your option choices for you and executes:

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My own update

Since I originally posted this answer, pdftk has undergone further developments.

1. The application's name changed to PDFtk Server (the command line tool is still called pdftk).
2. There is now version 2.02 available.
3. The developers now offer their own GUI for Windows, called PDFtk Pro.

Try PDFsam, which comes for Windows, Mac OS X and Linux.

The basic version is free, I'm pretty sure that the basic version will meet your needs. You will need to have Java installed on your computer to run this program.