[john70t]

Stick welding doesn't have the fine control as the other two. It relies on getting the rod close enough to start the arc but keeping it far enough away to not ground it (it "sticks" to the metal-pun intended).
The rod is coated with shielding flux which spatters and makes slag.

MIG welding(wire fed) is overall the most practical and is easiest to use-just pull the trigger. It will warp panels unless a "stitch" technique is used.
The gas-less type also has flux-coated wire and messier results.
The gas type uses pure wire(rod) and a shielding gas of CO2(with Argon depending). The gas does the same as flux and protects the melted weld area from oxygen contaminating it.

TIG welding doesn't use sacrificial rod like the others, and is most difficult to master.
On those fabrication shows, they quick tack together(without a face shield) the custom tailpipe pieces with MIG, then take it over to the bench and TIG weld it (the blue light) together for appearance.