As said before, start with MIG and make sure you get a welder that uses, or is upgradable to use, gas. I've used both Lincoln and Miller and both are the same as far as I'm concerned. I would recommend bigger over smaller though. You can always turn a big welder down but once you get the hang of welding, you'll out grow a small welder real quick.
One thing that hasn't been mentioned is protective gear. Don't cheap out here as better gear makes a world of difference. Definitely go with an auto-darkening helmet versus a regular lensed one. It makes things so much easier it isn't even funny. I use an ArcOne Python Fighting Tiger 5000v and I love it. Comfortable, good viewing area, adjustable darkness and sensitivity, inexpensive replacement lenses, and it doesn't hurt that it looks cool.Also, make sure to get a good pair of insulated welding gloves, your hands will thank you. I use Tillman's. For the protective gear, take a look at Weldersource.com, it's where I get all my gear and they have the best prices I've found anywhere, along with good service and free shipping.