Opinions about welding are like belly buttons - everyone has one. I learned to weld 50 years ago on a Miller stick welder. Later went to welding school and learned how to weld with oxy-acetylene torch. That actually improved my overall skill. Back then MIG was a fairly new concept and the machines were big and expensive; we only got to have limited experience because we had to take turns using the one MIG machine in the class lab... Ancient history. MIG machines now are inexpensive (compared to then) and plentiful.

The one thing no one has addressed so far is cost. If you haven't already bought a MIG welder, get one that can be used either way, flux core or gas shield. If you want to go with gas shielding, plan on an extra $250 - $300 or so for the Argon/CO2 tank. After you have the tank it will cost about $45 - $50 to refill it (once or twice a year depending on use). If you start out with flux core you can delay that expenditure for a while. The wire costs twice as much, but that may be easier to swallow for a while. Comparatively, over time they will cost about the same.

Flux core weld is similar to stick weld as there is slag and spatter to be chipped/wire brushed away and there will be smoke residue around the weld. MIG produces a cleaner weld. Either is effective at fusing steel together. As Mike P said, the flux core actually works better in breezy conditions. When I got my MIG welder a neighbor of mine (an experienced welder) told me that flux core isn't worth crap and ya can't do anything good with it, so I built the two cars in my avatar with it just to prove a point. I have since converted it back to gas shielding except on those rare occasions when I have to weld something that is galvanized (have to keep a fan blowing across when welding galvanized, so can't use gas).