It is always best to use a continuous beam without seams for higher strength.  Dimensional lumber is readily available in lengths up to 20’ which should accommodate a seamless beam for most applications.  However, if your span is greater than 20’ you will likely need to splice some boards to form a beam.  In order to do this you should overlap the individual parts of the beam so they are staggered.  One board should always be continuous over a post allowing one joint to fall on top of the post   Overlapping seams integrates strength and prevents fracturing along seams throughout the length of the beam. 

Plan ahead and build the beam on the ground before installation.  For instance you could use 2-2x10’s and 2-2x20’s to form a 30’ beam with one seam set above two intermediate posts. Never split a beam at mid span.  You can also use hardware applications like strap ties or nailing plates to further secure the connection.  Because these connectors are not particularly attractive you will probably want to conceal them behind fascia or on the interior side of the beam.