I've done all 4, and I find MIG so much easier and cleaner!
Torch welding is too light for anything that I've needed to weld, so I don't make a habit of it unless I really have to use it.
TIG-I suck at it, plain and simple.
MIG-I love it
ARC-I am pretty good at it, but it's so much messier than the MIG so if I have a choice I go with the MIG, second choice is the ARC.
