Stainless has it's benefits. Beyond the bling factor, it doesn't rust, and is easier to clean if you take the time to grind it down and get a polish on it (it doesn't have to be HYPER shiny), and is more durable - don't have to worry about your finish coming off with the burners.
It seems to me that a lot of folks who use mild or carbon steel are doing it because they get a nuts deal on it, but when you factor in the cost of either painting it or powder coating it, there's not a huge difference in cost that I see, somewhere in the region of $100. (I can get 40' of 16GA stainless 2x2 for $278, the same amount of mild steel would be about $130, plus the cost of finishing).
I can't comment on the welding, since I've never welded a thing in my life. The places I called to quote said that welding stainless added about 20% to the cost of labor, and that bore out in the quotes. In terms of shops not being set up for it, I didn't run into that. Could be that TIG welding is recommended for SS, but to the best of my knowledge, Lonnie welded his frame with a MIG welder, which most shops *should* have?