Stop valves are handy when replacing washers and valveseats, usually years after initial installation.
If you have adequate isolation valving to do maintenance on the bathtub plumbing without overly disrupting the household, then you can probably forgo the stop valves.
If you do forgo them, then copper sweat connections are probably what you want.
Some stop valves are connected to the shower/tub control with flex lines that have threaded connections. The stop valves and/or flex lines would require you to have permanent access to them.

I have never seen those stop valves with flex lines connected anyway, if you do go with threaded male adpters sweat the pipe into the male adapters first and then thread them into the valve body after they have cooled down, always works great for me. I have never had great experiances with those stop valve after time goes on, they either do not shut off all the way or they leak.

I can get the valves with either a threaded or sweat connection....what is preferred valve? Or does it not make a difference.

All the "complete" kits I have seen have threaded connections. I think when you buy non box store valves, the selection increases and you buy pieces a la carte.

Why do most valves have threaded connections? Don't most people install 1/2" copper pipe to them, therefore sweat connections would be the most common? There must be a reason for this, no?

Maybe people are changing over from copper to other products making sweat connections less popular.

What other type of connections...if most valves have installed copper pipes to them, why are they threaded?

I need to buy a valve too....are we saying the complete kit boxes are NO good at Home Depot because they have threaded fittings that will leak over time, and that you need a valve with a sweat connection if you plan on running regular copper pipe to them, but they do not sell them and are special orders....??

Please clarify.

First, let me end the FALLACY that is running unchallenged in this thread: i.e. tapered pipe threaded joints (IPS) will NOT, repeat NOT leak over time, even 100 YEARS, IFF they are properly taped or doped (NOT BOTH), and adequately torqued down, such that several turns of the tapered (deliberately non-matching pitch) threads deform against each other.

I have removed such valves installed 40-50 years ago. The packing may be leaking around the valve stems, but the threaded joints are fine and tight.

Any joint made IMPROPERLY will leak, including poorly soldered copper.

As stated above, sweat the adapter on FIRST, THEN, after cool, tape/dope it and torque it down.

But yes the Evil Orange/BLowe's/megalopoly sell only the threaded because they can stock ONE item that will work with copper, galvanized, CPVC, PEX, anything, all by adding a few dollars of adapters. Bean counters' delight, the customer comes second.

Yet Another reason to support your independent plumbing supply houses, who can get you the sweat connect version, plus all kinds of goodies you'll NEVER see at the big box halls of wasted time and little help. And no, it is not that hard to clean out the solder cups, re-flux and re-sweat if you botch it the first time.

Wow..great response. It makes sense now. So if you had both options available, should you go with sweat connections if you have 1/2 copper going to the valve versus adding the fitting

Sure, the direct sweat option means 3-4 FEWER joints overall, and that's always a plus, no matter how well you make the IPS connections. However not all models offer that option, even via the independent supply house channels.

And while the large brass mass of the valve body means little chance of overheating the internals, I'm a belt+suspenders guy, so if the unit had traditional stems and rubber washers, I'd back them out until I had the beast sweated in place.