This is a good reference
Miller - Welding Calculators
I could be wrong but kegs are probably 304 stainless.
Keg wall thickness is about .050" so that's around 18ga
You will need 308L wire for 304 stainless, and yes on shielding gas.
The calculator says to use a Tri-mix gas.
On thin material a short circuiting arc is used. On thicker material a spray arc is used.
During a short circuiting arc the wire actually comes in contact with the metal being welded an arc is created melts a small droplet of filler and it is deposited on the base metal. Because we use electricity in the US @ 60Hz this happens 60 times a second.
During a spray arc the wire is being melted before it even reaches the base metal. As the wire is being burned, very fine droplets are formed, and they transfer across the arc and onto the metal being welded. Spray arc will produce a smoother weld appearance than a short circuiting arc.
This process is suited for thicker materials in the flat position
Tig welding would be the best process, but if Mig is your choice than I suggest practicing on the tops of the kegs after you've cut them out to get a feel for how stainless wire welds. It's not the same as carbon steel.