Oxy setup will weld anything you have....just like Tig......With some practice,you can even weld aluminum with it......Mig is fine for new material or old material you don't mind inclusions in.....Arc welding is great for your fence,not so great for thin walled metals.....Tig welding is best by far,you have control over everything,it also has the biggest learning curve.

I would start with oxy setup....What you learn by oxy welding will help you with all types of welding.

You can teach a monkey to arc and Mig weld.....Not so with oxy and tig.