I'm going to copy-paste this from the kids table, I know it helped me a lot.

Blending Strategies:

There are two types of pieces: Lets call them ledge/rail or LR and PAD

-PAD include: All Street Terrain, vert terrain, plaza terrain, mega terrain.
-LR includes: All rails, ledges, catwalk pieces.
-All other pieces are mixed and match you just have to try and see what they work with. Most things are PAD.

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-With collisions ON: you can put any LR piece inside any PAD piece. (LR in LR or PAD in PAD doesn't work.)

-With collisions OFF: You can put multiple LR in LR, but then the combo cannot go into a PAD.
OR you can usually put about 3+ PAD pieces together and usually only one or two UN-blended LR pieces.

-If you now turn OFF collisions: You can now select all blended LR pieces and put them inside any PAD or blend of PADS.

TIPS:
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Building a fancy handrail with tons of LR pieces. Build the whole thing in the air with collisions OFF. Select all LR pieces. Turn collisions ON and lower it into the stairs.

Sometimes even with collisions ON you can blend the edges of like pieces.

Blending too many pieces together may cause that object to become un-grindable so look out and test your park.

Now for my own input


One of my favorite objects to mess around with, Danny Way's Hawaiian Hut:




Sink it for a small pyramid with ungrindable coping for corners, so many possibilities for this one:




Or flip it over and sink it for a standard L-shaped ungrindable ledge, frontside and backside:





One more quickie, spot in the vid @1:00



Rotated Half Pipe Corner