I tried PDFSAM (0.7 stable release 1) recently and found it to be pretty decent although not slick. PDFSAM (PDF Split and Merge) is a free, open source utility to split and merge pdf files.There is an option of downloading the whole source & building it or getting the application as a Win32 Installer (~4MB) or Zipped file. It requires JRE (~15.2MB) to run.
Silkodyssey PDF Merge (1.11MB) is yet another free tool to merge PDFs. It has been tested to be spyware free by ZDNet Asia. This tool however takes PDF files one at a time unlike PDFSAM which can accept multiple files in a folder all at once.
In both the tools the order of the files to be merged can be changed.
Related links:
HOW TO programmatically generate PDF files on the fly
HOW TO mimic Google Search/GMail's “View as HTML” feature to browse PDFs/Word docs online
HOW TO convert authenticated / protected pages to PDF