You Can Just Concatenate MPEG-2
To deal with the inferior FAT file system, it would seem that consumer-level Sony video cameras write video files of a maximum of about 2.1 GB. A sensible approach, but annoying to work with. Luckily they can be concatenated without any concerns or side effects for easier viewing and editing.
cat 00006.MTS 00007.MTS 00008.MTS > output.mts
For other video formats, see the ffmpeg FAQ.