When soldering you never reach the melting point of the base metal. Therefore you are melting the filler material on top of the base metal to achieve fusion. When you weld, the base metal has the same melting point as the filler material so you are melting both to achieve fusion. Welding gives you much more strength than brazing does.
In artwork you may be better off brazing. Brazing is often times the best way to fuse to dis-similar metals together. In fact, many times it can't be done with traditional welding procedures (copper to brass for instance). Kevin Caron (the famous YouTube Metal Artist) is very active on the Weld.com forum and could probably give you some great advice specific to your interest.