Repeated precipitation of colloidal semiconductor quantum dots (QD) from a good solvent by adding a poor solvent leads to an increasing number of QD oligomers after redispersion in the good solvent. By using density gradient ultracentrifugation we have been able to separate QD monomer, dimer, and trimer fractions from higher oligomers in such solutions. In the corresponding fractions QD dimers and trimers have been enriched up to 90% and 64%, respectively. Besides directly coupled oligomers, QD dimers and trimers were also assembled by linkage with a rigid terrylene diimide dye (TDI) and separated again by ultracentrifugation. High-resolution transmission electron micrographs show that the interparticle distances are clearly larger than those for directly coupled dots proving that the QDs indeed are cross-linked by the dye. Moreover, energy transfer from the QDs to the TDI "bridge" has been observed. Individual oligomers (directly coupled or dye-linked) can be readily deposited on a substrate and studied simultaneously by scanning force and optical microscopy. Our simple and effective scheme is applicable to a wide range of ligand stabilized colloidal nanoparticles and opens the way to a detailed study of electronic coupling in, e.g., QD molecules.