An intravascular guide wire having two core materials joined together without the use of a connector tube or sleeve, the core materials being stainless steel and psuedoelastic metal alloy, nitinol. The core materials are joined to each other through an intermediate transition piece made essentially of nickel, which is welded on either side to the two core materials. In a multi-segment intravascular guide wire, discrete, high modulus and medium modulus core portions of different materials are welded to a shapeable, low modulus distal core portion made of a third material having a flattened, shapeable section at a most distal end that is not welded to but made from the distal core portion, so the flattened, shapeable section can be deformed to create a steerable tip. Processes such as simultaneous resistance and friction welding can be used to join the core portions.