Error: Failed to open PDF file:
Using pdf2ps did create a merged copy of the input files, but it was HUGE, consisting of bitmap images of the pages, losing the text in the process. ImageMagick convert never ran to completion, since I terminated it after it had eaten over 3GB of memory, presumably rendering the text into images.
Ultimately, I was able to successfully create a high quality, merged copy of my files by resorting to manually invoking Ghostscript:
gs -q -sPAPERSIZE=letter -dNOPAUSE -dBATCH -sDEVICE=pdfwrite -sOutputFile=output.pdf *.pdf
The resulting file is actually smaller than the combined total of the input files, storing text as text, rather than horrid, pre-rendered bitmaps. Ghostscript used a sane amount of memory, and it ran to completion in a sensible amount of time.
To Ghostscript, bravo! To the others, a big "Why"?