My 1975 Bronco has always leaked where the stock slide-in dip stick tube connects with the oil pan. To use the screw-in dip stick tube, I'll need to buy a whole new pan that has the threaded female connection, right? Or is there another way?

Correct, and the xxxx in ones normally leak too. Trying to seal, or re-seal what you have may be best. If it is too far gone, you do need change the whole pan. If you do buy an new pan, do anything you can to seal the area permanently before installing. Otherwise, some will plug the pan off completely, and do a timing cover style dip stick.