It may depend on what the edges are like on your squares, but you may find the mattress stitch useful. There is a video on this page
if you scroll down to the finishing section. Mattress stitch will give you an invisible seam.
If you want the seam to show (maybe for decorative reasons), then you could use a back stitch or a whip stitch. I don't have a link for either one of those, but you may have luck searching for them on youtube
? I've found a boat load of good knitting videos there lately.
Good luck. I'd love to hear what you decide to do.