Here is the command I am using to combine multiple videos:
ffmpeg -i 75_540_38HQ2.mp4 -i 76_70_20.mp4 -i 76_173_80.mp4 -i 81_186_35.mp4 -vcodec copy -acodec copy M
Forget about FFmpeg, use MP4Box instead, it is easy and faster:
mp4box -add video1.mp4 -cat video2.mp4 -cat video3.mp4 output.mp4
It is available for Windows, Linux and OS X: http://www.videohelp.com/tools/mp4box
If you are on Windows you can use YAMB which is a GUI for MP4Box that works great: http://www.videohelp.com/tools/YAMB
UPDATE Jun-2016: FFmpeg has added a concatenation filter, more info here: https://stackoverflow.com/a/11175851/218418