Craigslist search for a used machine. You can pick up lightly used welders at huge discounts. Also watch estate sales. Lincoln Electric, Hobart, Miller, Esab are your big brands. Some of the Snap-On welders are rebadged Millers as well as some of the newer hobarts.
As far as beginning, I taught myself to weld last year. I started with TIG, but I also started playing with a fluxcore mig at the same time. Mig is far far more forgiving than a tig. Tig is a very clean process and becomes a pain in some situations (stitch welding a chassis for example). Mig will be of more use to a beginner as well from my experience.
I will say one thing, a good machine makes a huge difference. I spent a year saving up for my Lincoln Electric PrecisionTig 225. I do not regret how much that cost me at all.
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