i'd say get an inexpensive MIG but don't bother with flux-core. go ahead and get a gas setup as it's not much more expensive and will be much easier to lay down a clean weld.

i've been using my reconditioned Lincoln SP-135T for about 3 years now, picked it up on ebay for about $300 with the gas regulator and a cheezy helmet. you can get the argon/co2 bottle from airgas or linde (formerly holox), price depends on size. refills for my 20lb cylinder are about $30 but i can weld a lot of stuff on a single tank. i taught myself on this machine and haven't exceeded it's capabilities to date.

if you really want to go in feet first you can get a nice TIG setup but you're talking big money at that point. TIG is a bit harder to learn up front but it does have more flexibility than the average MIG in welding different materials and can lay even cleaner welds when you figure it out.