The welder in my garage cost me about $400 and can only weld mild steel. Hmm... so I saw this on the Instructibles site and it's kinda interesting.
It goes over several ways to build your own welder using just spare parts. The design this guy prefers is a stick welder and he shows how to do it with either AC or DC. And he claims it's easy to do either mild steel or stainless steel welding this way, but that he's not gotten aluminum to work.
Hurm. All those times I've accidentally crossed a tool over the wiring and pseudowelded tools to connectors and vaporised tools, it didn't occur to me to try and do that on purpose.