There is no problem soldering brass to copper or vice versa. Brass contains copper, and behaves similarly w/r/t soldering.
I prefer solder to threaded joints, unless you anticipate future removal AND you won't have enough room to cut out.
That being said, soldering both ends means you have to be doubly careful not to damage the valve. When soldering one side, you should take care to solder with the valve opened, and with a wet rag around it and the other side (so you don't melt that solder). This is the easiest way.