The right tool for the job
Use a pillar drill if your workpiece can be brought to it and clamped in place; otherwise, a hand-held drill. DO NOT USE THE ROUTER to drill holes; its cutters are made for cutting sideways.
Making threaded holes
Drill the hole to the inner diameter of the thread, and use a tapset to make the thread. Use "cutting compound" (a special grease) or at least some oil, when making the thread.
Which saw should I use?
The mitre saw / chop saw will cut wood, metal, and probably quite a few other things, including fingers. It stands a better chance of cutting at a particular angle than a handsaw.
Hacksaws are for cutting metal; they will cut wood, but tend to stain it.
Timber saws are for cutting wood, and should not be used on metal. They're probably OK on many plastics.
Jigsaws have different blades for cutting different material; they'll cut wood, thin metal, and plastic.