Like irving has said welding is a useful skill to have but like anything does take a bit of practice to get right. Mig is certainly easier to learn than stick & probably more forgiving in that it is easier to keep a run going. Steel is pretty cheap to buy so the practice doesn't really cost a lot. If you picked up a decent second hand mig machine you would probably be able to sell it on if you decided not to keep it for much the same as you paid for it so would only really be borrowing it for your build.
Even with buying a welder a steel frame will probably work out cheaper than an aluminium frame I would have thought. Can't speak from a cnc point of view though as haven't built a machine yet myself lol.