One of the concepts of Behold is to encourage genealogists to keep their data separate from other people's data.
I totally disagree with the idea of merging different people's conclusions together. The source of the data is very important. It provides context into the data. By merging someone else's data with yours, you are doing a disservice to both yourself and that other person. It is their data, containing their conclusions and assumptions, and you should not copy it and treat it from then on as if it is yours. But in addition to that, you have no idea how valid or invalid their data is.
Instead, it is my and Behold's philosophy to always keep different people's data separate. Yes, you should get their GEDCOM files from them. But instead of physically merging theirs with yours, you should logically merge them. Behold will let you load any number of GEDCOM files together and view them as if they are all one. All the indexes become integrated. The families can be shown in any order.
The current limitation in Behold is that you cannot yet logically merge two people from different GEDCOM files together so that they display as one. This is planned for a future version, as it requires specification in some way of which people in which files you think are the same.
Please think long and hard about this concept, and you hopefully will agree with me that merging one person's data into anothers is wrong. Many programs offer merging functions to make this easy to do. Don't do it! Resist the urge. You'll thank me later. Especially, don't sign up to any online databases that attempt to get everyone to merge their data into one huge tree. It is absolutely the wrong way to go. Only use online systems that promise to keep your data separate and will only logically merge your data with others.
Surprisingly, many of these programs that give you the ability to merge data do allow you to read multiple files at once. Why do they encourage the wrong action when they have a capability for the correct action? Heed my warning.
On top of all that, merging data into yours is a lot of work. Why do it when you don't have to. Then, what do you do a year later when your cousin sends you his updated file? Do you go through all that work again and merge everything again? Isn't it easier to simply replace his old file with the new one? Duh!