###While this script does concatenate pdf files, I haven't yet figured out in which order it does so. On a sample of 19 pdf files, logically named 01something.pdf, 02something.pdf, 03something.pdf, etc. the order of the merged product seemed almost random...
...from Tiger onwards, OSX ships with a Python script that concatenates pdf files (merges them together). The script is already executable, and Python is pre-installed on OS X, so all you need to do is point it at your pdf files and run
"/System/Library/Automator/Combine PDF Pages.action/Contents/Resources/join.py" -o PATH/TO/YOUR/MERGED/FILE.pdf /PATH/TO/ORIGINAL/1.pdf /PATH/TO/ANOTHER/2.pdf /PATH/TO/A/WHOLE/DIR/*.pdf
I prefer putting the link in /usr/local/bin, as it is in the $PATH and therefore I can run the command from anywhere. To set up the link, you need to navigate to the directory where you want the link.