i prefer collapse. it's much faster for welding single vertices. but for multiple vertices, i go for the weld button "conveniently" placed in the middle of the geometry panel. bah. every day i just want to learn maxscript more and more.
In vertex mode, there's a button for welding vertices labeled 'Weld'. In edge mode, that button will allow you to weld edges. It shows up in the bar at right when you have a mesh/poly object selected, and you click that blue pipelike tab. In order to weld, you should have two or more vertices or edges selected, and they…
AFAIK you need to add a "Select Mesh" Modifier to the Mesh that you want to weld, then Select all Vertices (in Vertex Mode), then hit the Modifiers "Weld" Button. You may adjust the welding tolerance (or something) here. This is also required before you can add a "smoothing" modifier if the mesh was unwelded before (eg. in…