I agree that Mig is the way to start, I have a 140 from
http://www.usaweld.com/ they have been very good to deal with. My brother has one of their units that he has been using in his shop for I think 20 years. (I have an extra copy of their welding video I would be glad to send you) My father started us welding as kids on oxy-acetylene which is very versatile, when I set up my own shop I started with oxy-acetylene once you learn it good for general welding and cutting, then I got arch welder plain old stick machine 230 amps from Sears, great for heavy welding not as good for light sheet metal. But once I got the 140 amp Mig that’s the one I use all the time.
Bruce has the right idea go practice on somebody else machine see what they like and don’t like about their machine and what they would look for if they were buying again.
However, back to question for the group. What size and what features do you think are necessary? Amperage, voltage, and features the 140 amp will weld anything up to ¼” plate so that is just about everything on a CMP runs on 120 volts it will do continuous seams, stitch weld, but weld sheet metal and even spot welds. I would go with shield gas unit though you can use the flux-core (gasless). Be sure of what you are getting gas regulator and tank are often sold separately.
If you are buying a new one just after the first of the years there seem to be more sales or bargains. There seems to be a price break between the small units 120-130 amp (carry around) and the larger units 140-200+ amp (roll around)
Starting out I would include an auto darkening helmet, they make welding so much easier.