Before&After has a pretty good summary of how to make a logo by interlocking, overlaying, or otherwise connecting letters. Though basic, it can be useful as a reminder of some of the possible approaches.
I’ve used the cross and orb logo composed of my initials, shown at left, for many years. The cross and orb was a traditional mark of printers in Europe during the early Renaissance. You can see another example, from the Kenneth Spencer Research Library, here. You can also get a glimpse of a larger version of my mark here.