Most plumbers prefer sweating copper to the valves.
I like copper, it give me something to strap the valve with to make it solid.
After you have the shower heads and valves in there solid, then you can run PEX.
I am going to get the Moen Kingsley shower system that will have four body sprays in addition to the shower head.
Any preferences on a valve that you sweat copper or a valve that has screw in connections.
Once I get past the rough in valve, I will use pex and shark bites. I have had great success with those in the past