gasless mig? on thin wall tubing? no. gasless is messy and nasty and horrible but good outdoors on heavy jobs.
arc/mma/stick? definitely not on thin wall, its next to impossible to find rods under 2mm now. they are a good thing to have because if you can learn to lay good beads with a stick welder, you can lay good welds with almost any other method
Tig? very easy, ive taught people with no experience to lay nice tig beads. overheads, verticals, horizontals...very easy. with practise.
with this ill include oxy acetylene. its much the same as tig but with burning gas, not an arc. they both have a major disadvantage to the MIG. they dont do one hand tack welds too easily. youll know what this means when youve held a rod in your teeth, one hand on torch, one hand holding small piece of steel, one foot braced against the wall cus theres a 6ft drop under you, and the other holding what your tacking to the wall...
get a REAL gas mig, even a cheapie does the job. fleabay. 120-160 amp is more than enough for the backyard warrior. 0.8mm wire is ideal. smaller is too "blobby", thicker is only much use when youre laying 1inch welds at 350 amps... buying a real brandname like lincoln helps in the long run, but a cheapie will do the job. a variable current control is far superior to mere switched settings, but costs more...
yes, you have to buy gas, but omg! clean welds, no cleaning afterwards, etc. and its not that big an expenditure with the right suppliers, spread out over a year... if you see small bottles for sale, ignore them. they last only a few minutes and at the price of them...you will understand after buying a real bottle of gas.
learning? theres plenty of information available online! you just gotta read, understand, then attempt! practise makes perfect. get some scrap mild steel and start playing! the more you learn, and the more you try, the better you will be!
(and even a qualified 6G(r){all positional pipe, restricted access} welder has to be retested/certified after 3 months of not doing it, or when applying for certain positions)