You know you can after working in Qt Designer and  converting via pyuic4 command to executable program or module, You can modify your code and merge together and build a complete program, But i have serious question: 
Suppose I have QMainWindow, some  QFrame and i don't want to save in separately *ui files, i need to save in just one *ui files, it's possible?
You can't save two forms in one .ui file, but I think that you can do this (I did not tried it but it should work): 
save for example one QDialog and one QMainWindow (QFrame can't stand alone-it needs parent widget) in separate .ui files, convert them via pyuic4 command to two .py files and then join those two files into one .py module (copy data from one to another - copy class and create instance in __main__).
That is not very practical when you want to change something in designer , because you'll need to do whole procedure again.
some Qframe and other widget just in one *ui files (pyuic4)