The square knot is somewhat over-rated; for joining two lines of similar size together, you might be better off with a sheet bend. I also like the Carrick bend, but that's a much more obscure knot.

The square knot is the same knot as the reef knot. You can think of a square knot as being made up of two consecutive overhand knots, executed as mirror images. If you mistie a square knot (using identical instead of mirror-image overhand knots), you might end up with a granny knot. Finally, even if you tie it correctly, make sure you tighten both ropes equally; if you over-tighten one, the other rope will pop out and into a larks head hitch.