If your looking for a good compromise between cost, versatility, and ease of learning you can't go wrong with a basic wire feed unit. Innerflux a.k.a. flux core- it'll do almost any thickness you'll need in a home shop, isn't too bad of a price, and is quite easy to learn.
Mig is probably next in line for all the same reasons as innerflux wirefeed, but you have to juggle one more thing- gas pressure. As a plus, it opens up possibilities in aluminum and stainless.
That being said, if you have the money for a tig setup, get it! It's the corvette of welding- you'll love it if you can justify/ swallow the price tag. They are so clean and nice, but a slightly longer learning curve to it.
Stick is probably the cheapest to get into, but is one of the more challenging to learn, probably about the same as gas welding. Gas for your thinner stuff, stick for the thicker stuff. With gas, you can cut with the change of a torch head.
There isn't one best answer, but a balance of compromises depending on what you want it to do, how much the budget can afford, and how much time you're willing to spend learning.
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