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best to use topology rules if you have that functionality, however if you don't turn on snapping only to vertex and end points (not edge) and increase/decrease you snapping tolerance - depending on whether or not it snaps to the vert you are trying to snap to; zoom in; turn off all layers you don't need while trying to snap to this layer.
There are usually several ways to do something in ArcGIS, and which is best depends on the particulars of the situation, whether you want to do it in batch, your preferences and your license level. Trying to fix gaps with a lot of vertices by manually snapping is pretty tedious. If the gaps are small validating a topology or running the Integrate tool might work and fix many or all of your situations. Keep backups since each changes the layers and you might not like all the changes. ETGeowizards has a tool to fill gaps and then you would use the Eliminate tool to merge hopefully many of them with a neigboring polygon.
For a few individual situations there are other options. In 9x there was the zipper developer sample. You can try reshaping too. In the example you showed you could have used the autocomplete polygon tool to fill in the gap, and then merged the newly created polygon with one or the other of the polygons.
Good points. Not much to add except that you have access to some other Esri products they might be helpful:
Production Mapping: http://www.esri.com/software/arcgis/extensions/production-mapping/index.html
ArcGIS Data Reviewer: http://www.esri.com/software/arcgis/extensions/arcgis-data-reviewer/index.html
Otherwise it is a good time to start using topology: http://help.arcgis.com/en/arcgisdesktop/10.0/help/index.html#/An_overview_of_topology_in_ArcGIS/006200000001000000/