"join" is more formal, and used more frequently. Anything you can become a part of, you can "Join." "join in," however, is quite informal, and is only used with informal situations, generally with groups of people who are talking, when you "join in" the discussion/conversation, as Gary noted above. If in doubt, use "join," not "join in," as it is more universal.

Yes. You join a club, or organisation. You do not join in. When you make a joint in something physical, you join it. You can join in a conversation, or discussion ( but you can also join it!)