The only way I've found for merging 2 independently made strokes is to expand them (turn the stroke itself into a shape) and then use the union pathfinder tool on the 2 line segments. The pathfinder tool can be found under the windows menu. I believe expand can be found under the object menu if I remember correctly.
As for making the line as a shape from the start, it might be more difficult. Occasionally if I don't get a line to look right I'll use a stroke and then expand it and edit it's shape after that. Generally the problem is that stroke look good until they get to the end where they tapper off. Custom strokes can fix this, but it's a bit of a hassle to make all the different sizes and lengths you need to make them look right. I've found it easier to just turn them into shapes and edit them
I would recommend using symbols for templates and starting points. You want to make sure that you edit them enough so they don't look like repeats. It's a bit tricky, but it can save a lot of time. Especially for pupil/iris, wings and the rear legs. Thats what I use symbols of... also cutie marks. xD I've also had ear symbols, but I was to lazy to remake them when I got a new computer.
Feel free to PM me the source files when you have time. I too have exams coming up this week. xD