There are many different methods of joining granny squares - weaving, slip and single crochet, etc - but my favorite is to join as you go. Once again, my instructions may be slightly different than others you've seen, this is just how I do it and what works best for me!
Hopefully, I can relay this well, and it won't seem too confusing. Like anything, the more you do it, the easier it becomes.
If your squares are all different: arrange your completed squares how you would like them to appear, then create a pile for each row. I start from the top down, and stack from the righthand side on top. (Note: If all of your squares are the same: disregard these first two steps. Pile them up and work however many across.)
I hope that made sense. Keep connecting the squares in the row, and I'll post some more photos of how I work the connecting corners tomorrow! (To view part II, click here).