I've gas welded steel - I've brazed steel, I've silver soldered, and I've stick welded - lots of each. I've done a wee bit of Tig welding and Tig brazing and I think I could get to like it - but I have a couple friends who are SO much better at it who usually offer to do the little stuff where Tig welding is the best way to go - like stainless and aluminum (particularly thin sheet).
I've tried Mig several times, and found it's real easy to make a crappy job, and easier to make a good job using stick for heavy stuff, and tig ot torch for light stuff. Not really sure where Mig fits in the grand scheme of things for me. If a crappy looking weld is good enough, I can do it just as well - if not as fast, with any other method.