I've managed to splice two ropes several years ago. They were simple eye splices and it took a long time to do them right. Frankly, I'm too lazy to do it again nowadays, and I think I lost my Encylopedia of Knots and Ropework when I last moved.

Annapolis Performance Sailing will sell you rope with splices already in it. I assume that other places will as well, but I haven't looked into it.