Using utilities from the standard teTeX distribution, it's possible to quickly and easily concatenate multiple pdfs together from the command line.

To concatenate 1.pdf, 2.pdf, 3.pdf into a single file 123.pdf you can use the command

texexec --pdfarrange --result 123.pdf 1.pdf 2.pdf 3.pdf

To concatenate all pdf files in a directory into a single file all.pdf you can use

texexec --pdfarrange --result all.pdf *.pdf