My understanding is that if you're doing it on the cheap you can simply braze them with silver solder and a torch. No need for real welding or anything fancy, particularly if you aren't doing production work and replacing the blades every week anyway:
If you have a welder, or can borrow a cheap one, or use a 20% off coupon for the $80 harbor freight stick welder, then you don't need to do anything fancy like resistance welding. Cut the blade to length, line up both ends along a straight edge, weld, then file or grind the weld flat. You're done.
If you want to use bimetal blades (which have a longer lasting cutting edge) then you have to follow an annealing process which will require a torch.
But for what you're doing, I don't see why you need to go that far - get a torch, silver solder, file or grinder, and call it good:
If you really need a resistance blade welder, here's an older article showing a DIY version:
Having never done it myself I can't give any further feedback, but let us know how it goes if you go down one of these paths.
-Adam