This thread is obviously fairly old, and I haven't read all of it, but I thought I'd add something to it.
Arc welding has no place with sheet metal. I've watched experianced Boilermakers struggle when using 1 portable $1200+Aus welder to weld thinner than 2mm sheet metal. Even the $12000+ welders at work aren't used for welding thin material with Arc welding.
MIG welding is, in my opinion, very over rated. Weld spatter, distortion and a chunky/fat and hard beed of weld make it less than ideal for pannel work. Useless if there is a breaze as it blows awy the sheiding gas. Flux cored filler wire just seams to add more spatter.
TIG welding is excellent if you have the skills and the tools. You get what you pay for with TIG welders. Having 20 dials to set the thing up just makes it difficult and annoying. Digital type 1s like what I'm fortunate enough to have access to at work, make set up so much more simple. Practice is good, but experianced advice is much much better.
Not all TIG welders can weld aluminium. It's only those that can be set up with AC current (typicaly 3 phase) that can.
Oxy/Acetelene is as old as the hills, and so are most of the torch's.
I have a Henrob 2000 (called soething else these days) torch and it is the king of oxy welding. A low flame velocity prevents the parant metal from being blown away when it becomes molten. Small heat affected zone (HAZ) reduces panel distorsion. A soft, ductile weld that is easy to hammer flat or grind smooth. Low regulator pressure (4psi) means you get to drain your bottles dry befor you take them back for replacement. Weld penetration is brilliant. It can weld upto 1/2 inch thick, but wear thick gloves for that
. Fusion welding (no filler wire) is so easy, you'd think you were a proffesional after your 1st attempt.
I've welded everthing from a hollow copper bus bar (copper obviously being an excellent conductor of heat) that had a hole blown thru it, thin(!!) muffler bodies, turbo exaust manifolds and chromolly frame work on a (propper racing but extended to take a motor bike engine) gokart with mine.