What's a good way to install a threaded valve so that it can easily be replaced?
You'll need a fitting that allows rotation so the threaded fitting can be made up or disassembled. You may also need something that allows expansion/contraction of the assembly, if the layout of your piping (or the fact of it being buried in soil) prevents the piping itself from moving enough.
Unions are one such fitting. Normally you'd need to use a union on each side of the valve, though if the pipes can move around a fair amount, a single union could do.

Another possibility is a slip repair coupling. These telescope several inches and rotate freely. Attach a threaded adapter to one or both ends as needed for your system. You might consider this to be even easier to use than a union for several reasons. For example, alignment isn't a problem and the telescoping feature gives a significant amount of room to work. They're also small enough that the pipe wrench you already have will work -- unions, especially those made of PVC, tend to have a very large-diameter nut. Another nice thing is that the body of this fitting could be buried outside your valve box -- only the inner telescoping piece needs to be pulled into the valve box.

One other option is a left-right coupler/nipple set. This is a nipple and a coupler that each have a normal right-hand pipe thread on one end and a left-hand pipe thread on the other end. These are almost like magic. When a normal threaded coupler is rotated one end would grow tighter while the other end grows looser. The left-right coupler tightens or loosens both ends at the same time. These are usually used for gas service inside a building, but I don't see a reason why they couldn't be used for landscape water outdoors.

Thanks to supplyhouse.com for the representative photos.