Get yourself a TIG welder and learn how to use it. I suggest taking a class at a local community college. TIG requires a skill level much higher than even SMAW.
Skill level in order of process:
MIG (Glue Gun) low to medium depending on wire and shielding gas or flux core.
SMAW Takes some skill to achieve a consistent and sound weld
Gas welding... Requires skill, especially when welding (not Brazing)
TIG Far and above requires skill and being able to 2 hand weld
Far as thin metal goes, I can TIG weld a broken tape measure back together or butt weld 2 aluminum pop cans. Pretty thin materials...
If you have a quality MIG and can dial it down sufficiently and use light gauge wire, you can also weld thin materials. Not as thein as a tape measure but well within the realm of body panels. Again, that will take some skill and experience so don't expect to buy just any machine and stick thin materials together. You'll be very disappointed in the result.