Welding thinner metals is much easier with a mig or tig welder but with good welding skills and thin welding rods you can theoretically weld thin metal with an arc welder.

I remember seing someone clamping a piece of material (copper or aluminium should do the trick) behind the weld to be a heatsink and help prevent blow through. I would suggest you practice on some scrap pieces first though.

If you don't want to weld then bolts and angle plates are probably the next best bet.