MAKE SURE THAT YOU HAVE A RECENT VERSION, DIST BUILDS ARE OFTEN ANCIENT. https://trac.ffmpeg.org/wiki/CompilationGuide
Commands tested in ffmpeg version 2.4.git Copyright (c) 2000-2014
Stitching together multiple video's:
First convert your mp4's to .ts files (needed only once):
$ ffmpeg -i input1.mp4 -c copy -bsf:v h264_mp4toannexb -f mpegts intermediate1.ts