[episteme]

Can’t you just drag and drop across preview windows?

[JKCalhoun]

You can — just drag the thumbnails.

The only downside to this, that I am aware of, is that a new PDF is created (rendered into a new PDF context). That can be lossy in some cases (if there are features that Preview does not support that get "dropped on the floor") and it is possible for the resulting PDF to be larger than the original(s).

[diggan]

Woah, page-by-page? I wasn't aware of that, I guess I'll give it a try the next time I'm in front of a Mac and need to join PDFs again :)