To weld or not to weld...
Perhaps the simplest idea is to not weld them together at all, just to electronically and mechanically jam them in between the extrusion nozzle and heater tube. If the wires only connect here electrically, then this will be the measuring point for the temperature. The thermocouples are not fragile, you just need to make sure that they only connect where you want to do your measurement. You can cut a thermocouple up into many new thermocouples if you join the ends (or jam them as I described). If you want to make thermocouples in general, or want a more stable setup, read on:
Weld Your Own Thermocouple
This idea is from Vik.
Thermocouples are expensive. Thermocouple wire is cheap. Therefore it makes sense to weld your own.
You will see my un-gloved hand in the picture. That was staged for the camera with the current off. Wear welding gloves and eye protection. The eye protection is against sparks; the weld flash you will make is so brief that it shouldn't give you arc-eye so you don't need UV goggles (which would make it impossible to see what you are doing anyway).
In addition to the wire (RepRap standard is to use K-Type thermocouple wire), you will need a small welding transformer. A car battery would probably work as the source of the weld current in place of the welding transformer, though I haven't tried it. You will also need some fine sandpaper and a used zinc-carbon battery.
Start by taking the carbon rod (that is, the + electrode) out of the battery. Take care with this, as the battery contents are both messy and not good if you get them on your skin.
Clean the carbon rod up. Then carefully break it in half. Sand the broken ends flat with fine sandpaper.
Clamp one half gently in a vice (see the photograph) and the other half in the welding torch where the weld rod would normally go. Connect the welding transformer's ground line to the vice (the big crocodile clip in the picture).
With the welder I used I had to turn it up to about one-third of its maximum current setting, but you may have to experiment. Start low and work up.
Bare about 10 mm of the ends of the thermocouple wires and twist them together.
Place the twist on the carbon rod in the vice. Touch the other carbon rod on, and the wire will get red hot. Draw the rod away to make a momentary arc.
The result will be a perfect thermocouple weld.
Well. No. It won't the first time you try it. You'll probably vaporise the wires completely as I did.
Cut away the mistake and start again. It took me about four tries (at slightly different current settings) to get it right. When you've got it, mark the current setting on the welder with a felt-tipped pen for future reference.
If you attempt to braze the thermocouple wires either together, you will discover that one of the wires melts away before the brass melts. Must try with silver solder or 95/5 solder instead...
-- Main.AdrianBowyer - 10 Mar 2009