Dissolving Lines in Quantum GIS
The case for aggregating several features into one is easy to come by when working with GIS data. Using dissolve tools, data can be merged according to location or attributes. I use this type of tool all the time, particularly when I have a fine-grained vector data, such as neighbourhoods, but require the shape of the larger whole, such as a municipality or catchment.
In Quantum GIS, this is a fairly straight-forward action. The fTools plug-in provides a Dissolve tool under Vector > Geoprocessing Tools > Dissolve and will dissolve features in the "Input vector layer" by the field you specify. Running this should collapse features with like-values in the specified field.
Unfortunately, fTools in Quantum GIS doesn't appear to quite match some of the features available in ESRI's dissolve tools. Namely, Quantum GIS has the ability to dissolve polygons, but not lines.
With any luck this might be available in future versions. A feature request was made several months ago, although it doesn't appear that anyone is working on it. I'm certainly not the only one who would find this a useful tool.
At the moment, the closest thing to a work around (while remaining within QGIS) is to select the line segments you wish to dissolve within the attribute table (either by query, or simply Shift/Ctrl clicking rows) and hit the "Merge selected features" button that belongs to the "Advanced Digitizing" toolbar. This solution is perfectly usable for smaller sets of data, but nonetheless cumbersome for what is otherwise a fairly basic GIS operation.
Update: As it so happens, you can achieve the result I was after by using Vector > Geometry Tools > Singleparts to Multiparts. Although it chokes when attempting to throw my whole shapefile through at once, breaking it into smaller pieces appears to be working and creating a new shapefile with the features I require. Namely, I am merging roads consisting of many, many line segments into one feature.