I agree with acerocket for the most part..
I was a production welder for ooo 10ish years and help a friend with the restoration of his Mini cooper, its a nail but he wont admit it.
Can I just say before I go on, steer away from stick welding units. Its messy and not as quick and easy to pick up for the novice as mig welding is...same goes for gasless.
I had a look on Ebay.com to see if i could see one to recommend, but the prices put me off, although that might be because im in the UK.
Any (almost any) mini mig budget setup will be able to deal with 0.7 to 5mm "steel" its just a matter of practising on some scrap. On the lighter gauges you'll just have to move a little faster (alot faster if its a higher amp) or spot weld across your joint (dont spot if it has to carry weight). Experiment with settings as what they say on the chart doesn't mean its right. To practice on thin guage stick everything on minimum and wirespeed on 4, for heavy guage wack it up to max and wirespeed on 6/7. These are only suggestions if you get a budget set.
Dont skimp on protection, buy a decent mask, arc eye is not pleasant and only takes a few seconds of exposure to the rays to do the damage. Also any uncovered skin can and will get burnt from the sparks and spatter as well as from the rays, think of nasty sunburn.
Don't let that put you off though, as with all things practice makes perfect and mistakes are learnt from (I question that last one).
Hope that helps