Why not TIG ??? Still need to use argon, but it gives you extreme weld quality. You can weld from very thin to thick steel. Since I bought a TIG welder I dumped my MIG, it just outperforming all other welding techniques. It have stick welding option, so I can weld with sticks as well.
Gas: I rent of argon cylinder - £6 per month, to fill it up something about £50 and it last sometimes for months( I don't weld a lot )