I'll select the vertices I want to merge and then if I remember right (at work right now), I hold the Shift key and the right mouse button down (to pull up a hot box) and then I select "Merge Vertices" and then I select "Merge to Center".
Then I select the next vertices to merge and this time I press the letter "g" to repeat the merge command.
Another way is to select all the vertices and then use a merge tolerance to merge everything at once but I think if you do that way you risk some not getting merged. I like to merge them one at a time because then I'm in total control.
Hope that makes sense to you.
Edit: I usually change to wireframe mode to do my merging so that I don't accidentally select any vertices I don't want merged.
Edit#2: Most of the time I will try and get inside my model (looking out) to do my merging. It just makes it easier and quicker for me to see what I'm selecting.
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Last edited by Perfecto; 08-07-2007 at 04:40 PM.