PDFCombo is a free app for Mac OS X 10.6 and later, available from the Downloads page.

PDFCombo is an app to combine multiple PDF files. Unlike other apps, PDFCombo preserves the Table of Contents (TOC) in the combined PDF. It can also add a new top-level TOC entry for each contributing PDF. This can be useful to keep a complex TOC neat & tidy, or to add a TOC item to demarcate contributing PDFs.

For example, if you've created PDFs using the File > Print... dialog in Mac OS X or you've got several scanned PDFs, you can combine them into one PDF with PDFCombo with automatic TOC entries to mark the first page of each contributing PDF.

PDFCombo is a free app available on the Mac App Store.
For editing the TOC in any PDF, consider PDFOutliner.

See also notes to PDFCombo 1.0.2 (published 04/21/2014) and PDFCombo 1.0.3 (published 05/15/2014.)

[2017 Update]: PDFSpeech is a new powerful app that can combine multiple PDF files into a PDF Pack. See this short walkthrough on how to print an entire book from safaribooksonline.com to PDFSpeech to create a PDF with a table of contents. PDFSpeech also includes the ability to insert clipboard contents as PDF into the Pack, and multiple pages selected & copied from Preview. The primary use of PDFSpeech is to help you read more by tapping into text-to-speech technology, and it enables easy control over pronunciations so you can listen to the generated speech for extended periods without any glaring mistakes.