tkamiya, I strongly recommend a welding class or two. Local community colleges are one place to look as are high schools that have adult night classes. The classes I took were part of the “experimental college” run by the students in a university. You’ll not only learn different techniques but get to experience using different brands of equipment. You can also learn a lot from youtube videos … not just techniques but product reviews as well. Welding Tips and Tricks and Weld.com are two content providers that I recommend.
MIG is easiest to learn but is pretty much limited to steel unless you also buy a spool gun which is needed for aluminum welding. TIG is the most versatile, but harder to learn, slower, and more expensive than entry level MIG. Best brands are Lincoln, Esab, Everlast, Miller and Hobart. I have a Lincoln that can do MIG, TIG or stick ... I’ve always been a red guy! Trust me though, the welder may not be half the cost to get going. You’ll need or want a table, cart, gas tanks, gas regulators, gloves, jacket or sleeves, autodarkening helmet, a variety of clamps, chipping hammer, etc.
Unless you have a special application that needs them, I’d forget stick and gas welding. I spent a lot of time learning both, but only use MIG and TIG these days.
Mike in California