I use stick mostly because it is convenient. I have two MIG machines and oxyacteylene as well but usually the bottles are empty. I do very little welding with oxyacetylene, mostly its for heating and cutting. I think the last time I gas welded was some aluminum sheet metal on my boat. I use the MIG in the basement shop, mostly because there are no obnoxious fumes although I still have my Miller buzzbox there. If I need to use it, I just open the door to the outside to vent the fumes.
I have toyed with the idea of making my own oxygen and hydrogen. A back of the envelope calculation shows I can generate the equivalent of my S tank for under $2 worth of electricity. I have an oxyhydrogen torch and I suspect that I can convert the OA torches over fairly easily.
I would like to add TIG and plasma to the arsenal. I keep eying the Everlast 265. It just gets increasingly more difficult to justify it as I get older.