Stick: Classic, the welder of all welders, great for heavy beams, frames, pipe. Welds outside in the rain, wind and snow. Portable, versitile, with practice, sheet metal is no problem. Smoke is nasty, and should be avoided. Best used on mild steel, but different rods aluminum and hardened steel is okay. Specialty rods used for hard surface, and cast iron.
Mig: The most used shop welder there is. With the right amperage, and wire size, heavy metal is no problem. Works very well on sheet metals, Aluminium with a different wire set up. long welds look great, with no starts and stops, like rod.
Tig: Works great on aluminum, copper, brass, and other types of metals. Mild steel welds are no problem, but generally work better on thinner materials. Known for it's beautiful welds made from the hands of someone who has mastered the art. Best used indoors, out of any wind. Requires the most skill and practice
Oxy-Acyteline: One of the oldest welding methods, besides forge welding. Works great on sheet metal, but heavy metal can be done with practice. Brass rod, or brazing, is a common use as well.