How should I connect batteries in parallel?

The resistor solution has the main disadvantage that there can flow a (rather large) current from one battery to the other. This may reduce the life of the battery receiving the current (you're not properly "charging" it).
I would go for the diodes. If one battery's voltage is higher than the other this battery will be the only one supplying current, until both voltages are the same. From that moment both batteries will supply current.

Two batteries in parallel will work fine if the following are true:

• the batteries are of identical types
• the number of cells in each string is low (1 is best, 2-4 OK, I wouldn't do this for >4)
• the cells are matched (same age, charged + discharged together)
• the cells are in thermally similar environments -- if they're next to each other but one is next to a heat sink and the other is on top of a hot component, you'll reduce life.

If the load power isn't too low, you could connect the batteries in series then use a converter (i.e. a buck) to convert the power to lower voltage / higher current. You'll need to implement some sort of undervoltage protection to shut the converter down if the input voltage gets too low. You'll lose some power in control as well as conversion.