Radd,
I agree with everything Racer70 said and would like to add one thing. If you buy one of the name brands (Miller, Lincoln) you can run them either way, gas or gasless. The machine is the same. To run gasless, you buy flux core wire. To set it up for gas just get the tank and regulator, switch to solid wire and your ready to go.
Solid wire/gas gives a cleaner weld, but doesn't work well ouside because the wind blows the gas away. Switch to gasless for outside, works fine.
GaryR