The same like in 3dsmax. Attach polygons via Maya Python Api and Maya cmds to existing mesh.
Not combine, no cheating. Also with skinning support.
Limitation : very slow.
Download : attachObjects.zip


Just unzip the script into C:/maya_scripts/modeling and make a Python shelf button in Maya with this code:

import sys
import maya.cmds as cmds 
path = 'C:/maya_scripts/modeling'
if path not in sys.path:
    sys.path.append(path) 
import attachObjects; attachObjects.main();