Free PDF editing apps are a dime a dozen out there, just try Google. But PDFsam sets itself apart from the competitors by being free, open-source, light and most importantly free of crapware/shareware. PDFsam allows you to rotate, split, reorder and yeah, merge individual PDF files easily within a single application. The result comes out exactly as you wanted without any of those silly watermarks of any kind.
Seriously, if there is such thing as super heroes for PDF files editing, PDFsam would be my hero. Download the latest version from the official website or simply get my personal copy here which already include Java™ Runtime environment required for the app.