The best things are free, my friend.
virtualdub for splitting, joining, etc of .avi files
http://virtualdub.org/
asfbin for splitting, joining, etc of WMV or asf files
http://www.radioactivepages.com/
tmpgenc (basic freeware version) for splitting, joining, etc of MPG files
http://www.tmpgenc.net/en/e_main.html
Now, the good thing about all of these tools (aside from being FREE) is that they are LOSSLESS. ie. they can do a "direct stream copy" of avi, wmv, mpg files respectively.
No need for re-encoding whatsoever and this takes only a few seconds to complete.
But you should go to videohelp.com and read the reviews for yourself.