I know this is a zombie thread revival, but my $0.02.
Materials: regular steels is just fine. Stainless is cool because it's shiny, but it sure isn't needed for a stand. As long as you aren't storing it outside in the elements it will be fine. Do not overthink this. If you really just want stainless because of the bling factor that's fine, but do not think that you need stainless for it to survive.
Welding: I teach complete noobs to weld with both MIG and TIG. You do NOT need to start at Oxy before going to TIG. In fact I'd almost stay avoid it. TIG does take a lot of practice though, especially if you've never done any welding, but it can be done. If you can find a local school or makerspace that gives classes, take them. Having live feedback is invaluable. Start with regular mild steel and practice practice practice. Stainless is not hard, it's just more of a drama queen. It doesn't conduct heat as well as mild steel, so you need less power in the weld, and you need to think about warp prevention more. Thin stuff will always be harder, but regular thicknesses are a joy to weld in stainless.
MIG can do stainless, but you really need a decent machine, plus special wire, plus expensive gas. If you're limiting yourself to a cheap MIG/flux core machine as your gateway then just stick to regular steel. I like to start people on MIG when they learn to weld because it's so much easier to pick up, but I've started several people on TIG as their first learned process and they pick it up fine. You won't lay instagram quality stack of dime beads right away, but who cares.