It depends on what type of welding you want to do. Mig is the easiest to learn and is great for almost everything you need to weld. Arc is kinda hard to learn and is really only used for really thick stuff. Tig well That is the one I am trying to learn now too.
Learning to weld with a mig welder is not too hard, if you found a deal on a welder and a few welding videos you should be able to teach your self.