Well, I'm a self taught welder of sorts. Confident enough to do structural stuff for myself but would never do it (structural stuff) for others. I know just enough to be dangerous and I have been consistently dabbling into welding for about 6 years now. It would take me years to get enough experience to do pressure vessels or welding to pass x-ray testing.
For me its a bunch of reading, some books, a DVD or two, the internet and not near enough practice.
You can read about the basics and someone can show them to you but practice, and lots of it, is the key.
1/8" steel and up with a AC BUZZ box is pretty easy. Get some scraps and practice.
When you get into the thinner steels like auto body work then its another level of complexity (practice, equipment) up. Generally you are talking MIG in the auto body realm. TIG for anything thinner.
Stainless steel and aluminum are entirely different games and the complexity of the task rises. Not to mention that you are typically getting into the TIG category. Stainless also typically requires back purging.
On the equipment side I'd recommend buying name brand quality equipment. Pay attention to DUTY CYCLE (based on amperage you need to weld at). It typically sucks on lower cost machines. Thicker materials require higher amperage and higher amperage (on any given welder) is at a reduced duty cycle.
I have a Miller 210 MIG welder that will do about 160 amps at 60% duty cycle. (can weld 6 minutes out of every 10). That same welder will do about 100 amps (and below) at 100% duty cycle.
A $500 welder will probably have a 10-30% duty cycle at 100-120 amps (guessing here because its been years since I looked into that).
Miller has a lot of good, inexpensive literature for sale. I'd start off with the student package for $25. Money well spent.
http://www.millerwelds.com/resources/tools/
Lincoln Electric also has very good, inexpensive books
https://ssl.lincolnelectric.com/lincoln/apdirect/store.asp?PID=16&cat=8
Lastly, if you are going to get into welding you need to think about how you are going to cut the metal. Before you know it you will have more money in welding 'stuff' than woodworking 'stuff'. Ask me how I know.:gar-La;