Stick is great for structural welds, probably the simplest and cheapest. And the most reliable welding machines. With the right touch it will do a good job on most material, mig or flux core will weld thin material (sheet metal) more effectively. Decent welds can be achieved with flux core, but they sure make a mess throwing spatter all over.
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I’m a TIG guy myself, but I’ve done some of everything.
TIG is for precision or heat sensitive welding (trying not to melt a rubber gasket half an inch from the weld). It’s slow and requires more coordination.
MIG for production work, thin stuff, and bridging gaps. Relatively easy to use, point and shoot. Welds tend to be more brittle, and the equipment has moving parts that can fail.
Stick for outside in the breeze. Multiple rods for all kinds of metal. 6011 or 6010 for rusty or painted stuff. Slag keeps it from cooling to fast and getting brittle like MIG. Equipment is simple and durable. Harder to weld thinner material. Very slow and messy.
Flux core with CO2, the hybrid child of stick and MIG.
Gasless flux core… Momma told me if I didn’t have anything nice to say, don’t say anything at all. Actually if you’re outside, in the wind, welding sheet metal it may be your best option. But if those are your work conditions, you may want to rethink your life.
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Those flux core elcheapo migs i never seen a good deal on one that actually worked without over welming the transformer core. hence all the bad welds and poping out of power from over rated junk migs, i finnally bought full size mig used for 800 bucks i have seen them about 500 used, i bought the old snapon 212 amp , the mig chris bought for around 500 is another good mig for single phase full size, i can mig 1/2 "
I beams all day around 60 percent duty cycle time no problems, caint beat haveing good welder or any good tools help make work much more feasable.
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I bought a Lincoln 256 MIG In has been great welder The thickest I have welded with it is 3/4’’ that was multiple pass welding.
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Easy to weld stick down to exhaust pipe gage. After that scratch start TIG. Some day I would like to buy a PIG to go with it. In 1981 I started to learn how to weld with the Lincoln 225 AC/AD buzz box. Abused that poor thing and I still use it today. Back then I removed the flux in order to weld thin stuff. Still trying to learn how to weld.
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Sometimes you use what you can afford. And pretty complicated things can be built with patience.
Yes a gas mig machine is better and easier. If you can afford one by all means get one. Just start building 
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Built with a flux core welder
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