AutoMerge

The AutoMerge feature is very helpful when modeling. When you activate it, if you place a vertex in another vertex’s location, it will automatically merge them.

If you activate the Snapping tool as well (or just set it to Vertex Snap and press Ctrl when you want to merge), when you move one vertex near another one, the vertex you’re moving will snap to the second vertex’s location, making merging very fast and straightforward.

This technique is similar to welding tools in other 3D packages. You can activate AutoMerge from the Mesh menu on the 3D View header.