This is rather rudimentary question but I always go back and forth and I was wondering if there is a consensus on when one should be used when making a single solid part that is welded. I design science center exhibits and the final products are often a mix of wood, welded metal and fasteners. 

When it comes to making the welded parts I have shipped them both ways, But something more complex, for example a part that is part rectangle tubing, angle iron and plate steel I always use an assembly. I feel like I'm spending a lot of extra time doing this. I don't want to cut corners but are assemblies the "most correct way". Is there a consensus on how these should be approached? Or a rule of thumb?