In reply to mike123:
take a look at this website..
http://www.mig-welding.co.uk/ i found it very useful when I was restoring my MG.
also, you can pick up a decent clarke MiG welder on ebay quite cheap these days (if Mig is the direction you're heading - a lot easier to get started than gas).
If you do go Mig, try to rent a gas bottle rather than using the small ones from halfords - saves a fortune e.g.
Adams Gas.
Rent free. You can't sell on the bottle, but you get all your deposit back, no matter how long you keep it.
Deposit £55.
9Ltr at 137 bar.
Refill cost is 0.03p/litre inc vat.
Cheap delivery. £6(inc vat)in Kent, £12 nationwide.