If you are NOT on Ubuntu and you have the same problem (and you wanted to start a new topic on SO and SO suggested to have a look at this question) you can also do it like this:
Things You'll Need:
* Full Version of Adobe Acrobat
Open all the .pdf files you wish to merge. These can be minimized on your desktop as individual tabs.
Pull up what you wish to be the first page of your merged document.
Click the 'Combine Files' icon on the top left portion of the screen.
The 'Combine Files' window that pops up is divided into three sections. The first section is titled, 'Choose the files you wish to combine'. Select the 'Add Open Files' option.
Select the other open .pdf documents on your desktop when prompted.
Rearrange the documents as you wish in the second window, titled, 'Arrange the files in the order you want them to appear in the new PDF'
The final window, titled, 'Choose a file size and conversion setting' allows you to control the size of your merged PDF document. Consider the purpose of your new document. If its to be sent as an e-mail attachment, use a low size setting. If the PDF contains images or is to be used for presentation, choose a high setting. When finished, select 'Next'.
A final choice: choose between either a single PDF document, or a PDF package, which comes with the option of creating a specialized cover sheet. When finished, hit 'Create', and save to your preferred location.
Tips & Warnings
Double check the PDF documents prior to merging to make sure all pertinent information is included. Its much easier to re-create a single PDF page than a multi-page document.
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:
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:
Ghostscript can 'consolidate' the fonts of the input files which leads to a smaller file size of the output. It also can re-sample images, or scale all pages to a different size, or achieve a controlled color conversion from RGB to CMYK (or vice versa) should you need this (but that will require more CLI options than outlined in above command).
pdftk will just concatenate each file, and will not convert any colors. If each of your 16 input PDFs contains 5 subsetted fonts, the resulting output will contain 80 subsetted fonts. The resulting PDF's size is (nearly exactly) the sum of the input file bytes.