Steven. You ask a question to which everyone has their own preferred method of construction, and thus the replies may seem to be at odds with each other, which is not the case.
There is no “best” method as such.
personally I like to use 5mm brass rod, little slot in one end into which the brass rudder shape is fitted and then solder. 5.5mm thin wall brass tube is a nice sliding fit over this shaft.
For the tiller I favour the clamp-on black nylon ones, which can be fitted tight enough to hold, but not so tight that hand adjustment is difficult.
Purchasing a commercial rudder assembly has its merits as suggested and is easy…and probably less expensive than buying the materials needed if you don’t already have them.
Ashley