New in CS5 is the ability to make multiple joins at one time. And this change takes no effort to adopt in your own workflow. Now rather than working your way around a path, joining each pair of segments individually, you just simply marquee select all the paths on a shape you want to close (once you've lined up the anchor points to be joined) and hit command/control J to join.
The menu command for join is located at object > path > join. Nothing about the command itself or the menu has changed, but just try dragging a selection marquee around a bunch of open paths, hit command/control J and see what happens!
So maybe we'll see a little less of this now, I hope - they can be frustrating, those joins!