[DonRotolo]

OK, let's dispel a myth here: Heat-treated steel is NOT STRONGER, it is HARDER. What you want is a very "Tough" steel (that is a real term used to describe steels) not a very "hard" steel. Strong (Tensile strength) isn't the ultimate goal, you want a high yield strength with a relatively low elongation (like less than 50% or so).

While a 1045 or 4340 alloy will be way strong, even annealed, these alloys may be hard to find or expensive. 1040 is nearly as good and a bit easier to work/machine. Make it thick enough and even 1010 won't break.

Case-hardening can give you high surface hardness while maintaining the tough interior body, but it still fractures more easily.

Ultimately you want a steel that is tough without heat treatment, other than annealing or perhaps normalizing (depending on the steel), both of which can be done at home easily enough (heat it up hot, and let it cool. Done). If rust is a problem, Rustoleum paint will fix that easily enough.