Things to consider...
What are you planning to weld, or more important, how MUCH do you plan to weld? How serious will you be at this?
The easiest to use is a mig welder (gas wire feed). They, like any tool, come in a broad range of prices. Generally the most versatile type of unit as well.
I got a 'buzz box' - aka, stick welder, arc welder, etc. They come in AC and DC (ac wall outlet, the ac/dc is how they output their power). Which you want depends on what you're welding. Mine is a cheapie AC unit, great for thicker (1/8" and up metals).
I got a cheapie wire feed 'flux core' welder from harbor freight - 110v so versatile in that regard, pretty easy to use, got it for tacking up at the farm where I don't have (yet) 220v outlet..not that I want to weld in a barn full of hay and horses and sawdust...so I do my welding at home where the tools and such is. I used it recently to weld automotive sheet metal. Spatters a lot more than MIG.
TIG is the higher end, often for specialty use AFAIK.
Good name brand welders can run $700 and up. If you weld a LOT then yes, spend the bucks. More features as well.
If you only do it now and then and don't mind a bit more fiddling with things, then the harbor freight stuff is fine. You can oftne get their 110v flux core for $85-95.
Then there is the different settings (amps) on welders, and different rods/wire (material, thickness, flux, etc) depending on what you're welding, the angle you're welding (upside down vs on a table say).
Still learning myself.