I have several PDF files that I want to merge to one file. Each page in the PDF is actually an image. Here is what works best for me.

Use pdfunite from poppler-utils package:

Pdfunite provided by package poppler-utils can be used to achieve our goal:

pdfunite a.pdf b.pdf output.pdf

The size of produced PDF file is small (about the sum of size of a.pdf and b.pdf). The image quality is well preserved.

Use convert from imagemagick:

convert a.pdf b.pdf output.pdf

The images in the produced pdf have very poor quality and is blurred to be hardly recognizable. We can use -desnity option to increase the image quality:

convert -density 200 a.pdf b.pdf output.pdf

This time, the image quality improves greatly, but the size of produced file also increases greatly (significantly larger that what is produce by pdfunite).

Overall, using pdfunite is the best choice.