Best advice is to check out the local community colleges for a welding class. That way you can try the different types out -- oxy/acetylene, arc, MIG, TIG -- and make your own informed decision on what works for you. You also can pick up a lot of skills quickly by watching someone who knows what they are doing.
I just got my little flux core cheapo, works nice, and I am so enamored with it that I am going to sign up for welding 1 at the tech school here in a couple weeks. It is four classes over 4 HS semesters for your certification, which I would like to have, but I mostly just think it will be fun!