As an example of a really simple structure that has O(n) complexity in C++11:
template<typename TChar>
struct StringAppender {
  std::vector<std::basic_string<TChar>> buff;
  StringAppender& operator+=( std::basic_string<TChar> v ) {
    buff.push_back(std::move(v));
    return *this;
  }
  explicit operator std::basic_string<TChar>() {
    std::basic_string<TChar> retval;
    std::size_t total = 0;
    for( auto&& s:buff )
      total+=s.size();
    retval.reserve(total+1);
    for( auto&& s:buff )
      retval += std::move(s);
    return retval;
  }
};
use:
StringAppender<char> append;
append += s1;
append += s2;
std::string s3 = append;
This takes O(n), where n is the number of characters.
Finally, if you know how long all of the strings are, just doing a reserve with enough room makes append or += take a total of O(n) time.  But I agree that is awkward.
Use of std::move with the above StringAppender (ie, sa += std::move(s1)) will significantly increase performance for non-short strings (or using it with xvalues etc)
I do not know the complexity of std::ostringstream, but ostringstream is for pretty printing formatted output, or cases where high performance is not important.  I mean, they aren't bad, and they may even out perform scripted/interpreted/bytecode languages, but if you are in a rush, you need something else.
As usual, you need to profile, because constant factors are important.
A rvalue-reference-to-this operator+ might also be a good one, but few compilers implement rvalue references to this.