As shown in Merging two or more PDFs into one, combining pdf files is simple with gs (ghostscript):
gs -dBATCH -dNOPAUSE -q -sDEVICE=pdfwrite -sOutputFile=finished.pdf inputfile1.pdf inputfile2.pdf
I should be equally simple if you've got some JPG files among the files you want to merge, through gs input filters, but I couldn't get it to work. That's why I use a little detour over gimp:
1. Open all JPG files in Gimp and save them as .ps (PostScript files)
2. Then use these .ps files in your gs command, mixing them with pdf files
gs -dBATCH -dNOPAUSE -q -sDEVICE=pdfwrite -sOutputFile=finished.pdf inputfile1.ps inputfile2.pdf
Gimp is also handy when you've got bloated pdf files with embedded images. Open the pdfs in Gimp, separate the layers you've want to keep, or size-down the images and save your result als .ps or .jpg
Related post: Extract images from PDF files.