I Used ILMerge today for the first time, and it’s great. Aspnet_merge.exe is actually based on this tool, and it allows you to combine all your assemblies into a single exe or dll - great for simple deployment.
It gets installed by default to C:\Program Files (x86)\Microsoft\ILMerge, with fairly decent documentation. To consolidate a fairly simple Windows exe with three dlls into a single exe, all I did was the following:
ILMerge.exe /t:winexe /out:Output.exe /ndebug Program.exe Lib1.dll Lib2.dll Lib3.dll