Depending on the welding process I will remove scale in the area where the weld bead will be. For TIG, I have a wider de-scaled zone to avoid contamination. I would only remove ALL the scale for "cosmetic reasons". A piece of steel which was de-scaled one inch from the bead, has a weld which is no stronger or cleaner than one de-scaled a quarter inch from the bead.
For stick, I might de-scale my strike point where the rod makes initial contact to start the arc. The same is true for flux core wire. Flux does a good job of floating away contamination.
Your (long term) cheaper option is to buy a sheet of steel, and a plasma torch. Then use a right angle grinder to clean it up. You can get amazingly straight and clean lines with a plasma torch, and they aren't scary expensive (this is assuming you have a compressor to provide the required air for a plasma torch). You can use the rest of the steel to build useful projects once you are comfortable with your welds.
Good luck on your learning adventure. I started my step-son in welding; he is now attending a welding school to get his certifications. I am sure that for the basic stuff (like MIG welding), his instructors wonder why he is paying for that class.