Usually, a threaded coupling the way you propose is the only way to connect two different types of pipe. Sometimes there is a specific fitting made for specific applications (e.g. some pre-made push-on to plastic or pex), but they all serve the same purpose. A common third party that supports connection to both sides.
Make sure the threads are the same type on both sides (i.e. MNPT to FNPT; not hose thread, straight thread, flare, etc.) and you will be good to go. I do use a wrap or two of Teflon tape as well - it helps fill the little gaps that can arise when you have threads of two different material hardness mating.