Three years ago, I decided to become certifed in welding steel and aluminum up to 4G. I did it in 6 months with 3 nights a week and practice at home, but it does take time to get it right.
A few things to note though...
1) Find a school with good teachers, good equipment and plenty of both. I spent a lot of time waiting to talk to the instructor (1 per 18+ students) or waiting to access the equipment to actually weld on (GTAW most of all).
2) Once you feel good about the technique, get a good book and read it. Recommend Modern Welding (ISBN 1-56637-330-1) as it will serve you well for a long time to come.
3) Buy a decent GMAW/GTAW welding rig and two bottles. Spend money for a good rig and it will work well for many years to come. Miller or ESAB make great units and can be found used if you are patient. If DC will usually be able to do SMAW as well.
4) Buy scrap material, prep as specified and weld, weld, weld. Although welding is simply joining two pieces of metal with heat, it takes alot of practice to keep the heat under control and add just the right amount of filler metal for good penetration without distortion, base erosion or major changes in the base material granular structure. Good welders know how to set up the equipment they use to get the optimal weld, know the right filler material and size, the right gases and flow rates and the correct technique based on the base metal, the stresses it will encounter and the position it is in when welded. If the welds are on life critical structures (aircraft frames) then you had best get it right. If not life critical, it is still good to ensure at least the weld is mechanically sound (yet maybe not pretty). Weld pitting, undercutting and slag pockets are not acceptable regardless.
5) SMAW was where I started, then GMAW, oxy acetylene and finally GTAW. Oxy and GTAW are similar processes, but the cost of the GTAW far exceeds the cost of the oxy equipment. Oxy was used for years (and still is) with amazing success and should not be discarded as a method to use. SMAW is primarily for 3/16"+ steels (pipe and plates in the field) and GMAW on steel where welding speed is desired. For 4130 chromoly steel, GTAW (TIG) is desired for heat control and exact weld placement. GMAW (MIG) is fine for 1020 mild steel but getting the feed rate, amperage and wire size right will take practice.
6) ALWAYS practice on a piece of the same material before welding the actual "final product". Mistakes are easier to fix on practice pieces.
7) And like painting, the weld itself takes much less time than the preparation for the weld. Machine setup, parts fitting, cleaning and clamping take a lot longer than the welding. But when it is all said and done, people see the weld, not all the work in getting it done. When all your welds look like dimes overlaping one atop the prior, then you can start to weld away on the "final pieces".
Have fun! If it were really easy, everyone could do it.
Brian Barnett