Just to add to all the good comments... I have a good MIG set (Hobart Handler 140). It will do everything in steel that I've asked of it. Plugs into 120 volts, so I can take it anywhere.
I have all the gas stuff, but I leave it set up with 0.035" fluxcore. When I have any welding to do, from a small bolt or bracket to a new steel fence, I just have to turn on the welding booth light and exhaust fan (if indoors), adjust and turn on the welder, slip on jacket, gloves and auto helmet (absolutely right - the best investment) and weld. Shutdown is just as easy. No gas to adjust and drain. Ready for next time.
When you start out, pick up a piece of 1/8" scrap steel. Not stainless or galvanized - especially not galvanized; really nasty fumes. Brace your torch hand, place the nozzle close to the steel and squeeze the trigger. Zig-zag the torch forward and watch as the arc undercuts the steel. This is the edge of the puddle. Keep moving forward about an inch, then release and look at your work. If you're anything like us, it will look terrible. I went way too fast on the first try - left little dots of weld all over the plate. Try again a bit slower. Soon you will see a bead of weld that will give you hope.
Practice lots. Burn lots of wire. Refine your technique. All before you try to weld anything that matters. It's worth the learning curve. One of the best skills I've ever learned.