Here in the UK, we can buy coils of copper tube in the normal sizes, 1/8", 5/32", 3/16", 1/4" (or metric equivalent) and even larger, used for brake pipes and such on classic cars.
I normally buy in 10 or 30 metre rolls, and is much cheaper and softer than the stuff you buy from model shops, and it is also guaranteed to exceed any sorts of pressure we are liable to encounter. Bending is a doddle using just a basic half round wheel type of bender as annealing isn't normally required.
I like to make all the flanges up first to a standard shape to what is required on the model, then silver solder them onto the end of the pipes. Some people like to thread, for true scaling, but I think at the scales we normally work at, silver soldering is much easier to do, and doesn't look out of place.
John