Personally........I love the smell of thread cutting oil in the morning.
Nearly all of our installs go in using black pipe, either threaded or Victaulic groove fitting if we want to get fancy. Having a stand type pipe threader makes that an easy decision for us but few people other than contractors would have something that can thread up to 4" steel at their disposal.
So, that being said, for the average DIY'er copper is the way to go becasue it's a little more forgiving with measurements than steel and because fabrication tools consist of a good torch and a cutter.
A couple things need to be said though in regards to those tools. First being that if you are working with anything larger than 1-1/4" tube, do yourself a favor and skip the hardware store/HomeDepot torch. Just go to a plumbing supply house, a Johnstone supply or Grainger and spend about $80 for a decent torch. You will never regret it. The flame pattern stinks on all the Bern-zo-matic type torches you'll find in a home center. A good torch head to get might be the STK-9 from TurboTorch or a RP3T2 from Uniweld. They both burn propane or MAPP gas and have a swivel head that allows you to get around behind the fitting to ensure uniform heating (which BTW is the most important facet of soldering)
Soldering is easy if you observe a few basic rules and use good products. Most important is that the fitting socket and the tube MUST be clean, which means sanding or brushing until they are uniformly bright all the way around. Next thing is to de-burr the tube to eliminate the ridge formed on the I.D. when you cut it. A sharp cutter wheel really helps! Most decent tubing cutters will have a de-burring reamer built right in. Use it. It's there for a reason.
Ridgid and Lenox are probably the most commonly available brands of good grade tubing cutters. Stay away from the $13.95 General tube cutter at the local Lowes or HD unless you want to try and thread your copper. After about 10 cuts they'll start to spiral on you and fail to stay in the same track.
When it comes to solder and flux, we use Bridgit or Staybrite solder and Drew won't even grab the torch if we have no Bridgit flux. I avoid Oatey flux like the plague because of a really bad experience on a large bore job where the flux had failed to work uniformly. We found out later that they had a batch of flux that separated chemically when it was exposed to heat above 110*. ( think work truck sitting in the hot summer sun) Even though the company acknowledged they had an issue with the product they would not help us out with literally dozens of failed joints and we wound up eating the cost of a whole lot of 2-1/2" through 4" sweat fittings and associated labor. That was a four figure lesson learned the hard way. Needless to say I haven't purchased anything with the Oatey brand on it since nor will I. Ever.
Two areas where I see a lot of people unfamiliar with soldering get in trouble are over heating the fitting and not getting the fitting temperature as uniform as possible. The tendency is to just hold the torch on the fitting and leave it in one spot which creates a big difference in temp from one side to the other. Keep the torch moving and try to get the entire fitting to the temperature where solder will flow all the way around with just a touch. The tendency is to solder in "spots" rather than work the entire circumference of the fitting. When you get it to the right temperature you'll find that the solder will flow pretty much all the way around no matter where you dab it on. Overheating the joint is just as bad as underheating it especially if you are using lead free product. (It has a higher melting point than the 50/50 solder that would flow at about 400*.) I've seen guys hold the torch on the fitting until the flame turns green, which means you are actually oxidizing the copper, and then wonder why the solder just runs out of the joint.
Get the fitting up to temp in an area that you can see the solder starting to flow and then work the heat around until the whole joint is at the point. Then hit it with the solder. A rough rule of thumb is that you should use about the same amount/length of solder as the diameter of the pipe. If you are soldering 1" tube, bend over about an inch of solder and when you get to the end of that inch you have plenty of solder in that joint. Remember you are filling a slip fit joint with only a thousandth or two of gap, not the Grand Canyon. Too much solder leaves nice little beads that roll around the piping and end up under a check valve or in the impeller of a circ.
Hmmmmmmm, that turned out to be a little longer than I set out to say but I hope it helps a few of you out.
:edit:/PS As a matter of general practice, you most definitely should come off you boiler with at least a few feet of steel before transitioning to copper for reasons of strength if nothing else.