As I understand it (and I could be wrong) 'with gas' uses an inert gas feed through a pipe to shield the plasma and uncoated filler wire, while the 'without gas' ones use a coated filler wire that generates its own inert gas shield. Some (all?) 'with gas' welders can be used with coated filler wire with the gas turned off so you get the best of both worlds. I'm not entirely sure which, but one is better for outdoor windy conditions (I'm guessing the 'without gas/coated filler' approach). Obviously the coated filler is more expensive than the uncoated, but then the gas isnt free either... not sure which is cheaper to run.