I have also done both - I have one that I sewed together over 25 years ago and it still manages to come out of the washer/dryer in one piece. You could acros crochet together using a slip stitch and it could be flatter than what you may be doing

Check out this website, halfway down the page. There is a method to join with crochet that does not leave a ridge.

Here is a link that might be useful: joining

I sew them if I want a more "seamless" join between my squares. I crochet them when I want more definition between them, often using a contrasting colour, for example. Really, it depends on the project.

I usually sew them together . I hate to sew them and now only make gigantic one square afghans. I can't believe I made two of these

Here is a link that might be useful:

Try this unique crochet join by Priscilla Hewitt:

Here is a link that might be useful: Flat Braid Square Join

Useratl, I was looking for that site to share with her and couldn't find it. I haven't tried that one yet.