You can try doing a Union instead, but I found that it can produce some funny shaped faces which would be awkward to paint.
When I was putting together the phone box, I had lots of internal faces, so I cut away all the unwanted bits from the two pieces I was intending to merge before merging them, then the merge was just one face to one face and it ended up much tidier.
I have no idea if I am doing the right things, just trial and error at the moment, but it seems to work.
Ian M.