What is the best way to group many objects into one new object?

Group, Parent Or Merge. So Far that’s the only way we know to group multiple objects
but anybody know the how to use those according to the situation?

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First things first, context is needed. Is the “group” going to be static, have different UV Maps, have parts move individually? To take your heading at face value, grouping many into one is simply using ‘Ctrl+J’ to join them. They are then perceived as a sinlge mesh with separated loose parts. Also, objects can be both part of a group, or multiple groups and still be parented. Too many possible variations based on what you may wish to achieve. Personally speaking, in 2.79, I use groups as a way of organising, parent when I want spearate parts but have them move according to a controlling object (the parent) and Join where I am happy to have them act as a single mesh.

even though there is no gold rule here, by far my favorite way of grouping objects is joining them in one mesh and using vertex groups. Vertext groups is by far the most versatile way of manipulating grouped objects.

Another way I like is via dummy scenes, I am a big fan of scenes although I rarely see them used in tutorials, again extremely versatile because a scenes is like a blend file by itself, works great for hiding stuff automatically and focusing on what matters most. Essentially breaking a complex scene to smaller ones simpler ones keeping the old around and using linked objects so you wont have to replicate and copy paste geometry or other assets.

A new way of grouping is collections, although so far they seem quite WIP and I am not convinced yet but they show potential. I doubt though they will become my main way of grouping objects any time soon.

But yeah vertex groups and scenes for me are by far the best way.

Blend libraries also is another powerful way but I have not played a lot with them but they could become my number 1 now that a new asset manager is a WIP project for Blender. Nonetheless they are still a very viable way of organizing not just objects but pretty much anything.

As of February 2019, there is still no way to properly group objects in Blender.

I’d disagree there, depends on your personal definition of “properly”, you can have objects belong to multiple groups. In 2.8 collections actually make things even more logical.

So for example case here: i’ve modeled a window for my house, but it’s a separated object. how do i move the to merge with the house wall? wait, it’s intersection isn’t it?

Depends, does the wall already have a cutout? If not, I’d create a bounding box based off the window, but slightly smaller so there’s no gap. Boolean the cutter, then place the window. I fthe window was made of multiple parts, I’d parent them to the frame and make it a group. I’d then parent hte window frame to the wall / building if I intended to move the building. Normally though, I just place them. In 2.8, I’d use a collection for the window and have that as a sub-collection of the house.

i see. thx for the tips