I did an apprenticeship as a TIG welder mumblety mumblety years ago.
My first bit of advice is take a community college course which exposes you to all types of welding. Some people find they have a knack for one type or another.
There is no good all-purpose welding, they all have their advantages and disadvantages. A well rounded course will let you play with all of them, on someone else's gas and consumables to boot.
If you go for equipment look at used. Just about every type of shop out there that has metal in it will have some welders kicking around, and lots of them are on hard times and selling equipment, cheap. Some stuff like oxy/aceteleyne rigs haven't changed much in ages. Newer inverter TIG units are the bomb, you can look for ones that have combo setups that can do a few different types well.