Whenever possible you should use shielding gas to keep the weld shielded from impurity as it cools thus giving the weld strength.
Flux core is used for windy welding applications where the normal shielding gas would be blown away.
Typically in the welding world flux core has a bad name, if wind is the issue most guys will use SMAW (stick welding).
If you want to run MIG, you will have the best results with shielding gas-NOT Flux core IMO -and I have been welding and teaching welding for some time.
I would innershield has a bad name, dualshield is great and used a lot.
