I've just been looking into welding so that I could weld up my frame and heartily recommend the site DC pointed you towards. The guys on the forums over there are friendly and knowledgeable.

I reckoned that it would probably cost around £500 to get a MIG welder and all the other kit needed to allow me to weld up my frame which is mostly 4mm box section. You'll need (at least): welder, apron, gloves, mask, wire, gas and g-clamps. When it comes to PPE I tend to go with something quality so that cost includes a half way decent auto-darkening mask and the welder is new rather than an e-bay special. I had a look around on e-bay, if you want a dinky little 90amp job then e-bay is the place to go but you'll be wanting more like a 125 to 150amps. I'm sure they turn up and a bargain can be had if you are willing to wait long enough though.

The real sticking point for me was gas, I found a local supplier that was cheap enough but I didn't really want to be signing up for a contractor and storing gas bottles in the house. I'd also need to find somewhere to store about 50kg of welding machine which would be problem for me at the moment.