Are there guidelines for use of threaded and compression fittings vs. welded connections for use in piping for process gases?

This would depend on your application and gas type being used. For pure air systems, threaded and compression fittings could be used upstream from the terminal filters, but for other purified gases, and for piping and connections downstream of the terminal filters, I would recommend use of welded fittings. You should also ensure the piping and fittings are pre-cleaned (documented) and the O-ring and seals must be of a material that can withstand the gas.