I want to weld or braze the pedal to the crank arm, but what metals are they?
Welding aluminum and steel is not a DIY skill - read This. 

If you must repair rather than replace, a helicoil is the correct way to address the problem. A crank would be cheaper than the coil alone, let alone the time to fix it. Chemical bonding (AKA. Glue) is probably the only DIY solution. 

The issue I see is that when a pedal comes off while riding, it usually ends in tears (at best) up to a stay in hospital or worse. Why take the risk? 

Second hand cranks are readily available - I have a box of bit with at least 2 sets and an old bike with another if I needed it.  Your LBS will probably have something for a few dollars. Visit you local rubbish tip/recycle center - I can almost guarantee they will have an old, unride-able bike with usable cranks.