A small Wire welder (MiG) like mine for an excellent general-purpose machine to weld from light gauge up to 3/16" mild steel (most of the steel you'll use). Adjustable up to ~125 Amps.

It works fine without the argon or less-expensive CO2 gas, it's just that the bead isn't quite as "clean", and gasless is usually how i use it.

It'll take different wire reels for either steel, stainless, or tricky aluminum. It's clean without a lot of spatter, i sometimes weld in cutoffs and shower shoes. And helmet/goggles o'course.

This one can run off a 15A house wall socket.

Here's a sample, you can prolly find a better price looking around:
http://www.northerntool.com/webapp/w...24&R=200127024

There are welders' video tutorials, books, or better yet a local tech school that sometimes high-schools offer too.

Y'all Welders jump on in with suggestions too