First, get Pdftk:
sudo apt-get install pdftk
Now, as shown on example page, use
pdftk 1.pdf 2.pdf 3.pdf cat output 123.pdf
for merging pdf files into one.
There are lots of free tools that can do this.
I use PDFTK (a open source cross-platform command-line tool) for things like that.
You can also use Ghostscript to merge different PDFs. You can even use it to merge a mix of PDFs, PostScript (PS) and EPS into one single output PDF file:
gs \
-o merged.pdf \
-sDEVICE=pdfwrite \
-dPDFSETTINGS=/prepress \
input_1.pdf \
input_2.pdf \
input_3.eps \
input_4.ps \
input_5.pdf
However, I agree with other answers: for your use case of merging PDF file types only, pdftk
may be the best (and certainly fastest) option.
Update:
If processing time is not the main concern, but if the main concern is file size (or a fine-grained control over certain features of the output file), then the Ghostscript way certainly offers more power to you. To highlight a few of the differences:
Source: Stackoverflow.com