It's hard to beat a Harbor Freight Flux Core Welder for starting out. Their warrenty is as good as it gets, they will replace broken tools under warrenty. I've used flux core on 3/16th steel. 1/4 inch would be pushing it, just can't get enough heat into the weld for a good weld. The HF welder can be had for $100 on sale like it is right now. Lowe's has 10 pound spools of flux core for $45, most everywhere else the spools are $55 and up. 10 pounds lasts a very long time. I like the .035 better than .030, you can get more heat in the weld that way. After you reach the limits of what it can do then it's time to look at a $350-500 Hobart MIG welder but even then look around for a good used one.
I'm using a Century convertable ment for both flux and gas welding. Just 2 heat ranges with a speed control. Works pretty good for me