Yeah, none of those three spools are meant for gasless welding.
You should be fine starting with the CO2. In theory the welds won't be as good with CO2, but I can't imagine the material that you're using is very thick, so you could probably just get away with turning up your heat a bit and using the .030. Another option is to start fitting and tacking it this weekend with the CO2, and then finish welding it later when you get your Ar/CO2 mix. This will also let you see the difference first hand between the two gases. Unless you're in a huge hurry to get this thing welded, this is what I would do because MIG with Ar/CO2 will weld nicer than MIG with CO2 or gasless Flux-core.
And yeah, the aluminum wire is for welding aluminum only. As mentioned earlier, if you ever do any you'll want to use 100% argon, plus a nylon liner for the cable and make sure you keep your line as straight as you can. Because it's is typically softer than steel, it jams up in the line easier if you're not careful (This is why you usually see spool guns or push-pull guns used with aluminum). Another thing is that you won't be able to weld material as thick as if you're doing steel as aluminum requires more current to weld a similar thickness.
And as for the question about stainless, I'll second the opinion of 100% Argon being crappy (with wire feed, it's fine for TIG). We were doing some stainless at work with argon and it worked, just not very well. The puddle just wasn't right and it didn't seem to really be biting in. The old guy at our shop looked it up and found that the Helium-based Tri-mix is the gas you're supposed to use. Also, he found that using Ar/CO2 mix is apparently better than straight argon. We switched it over (to Ar/CO2, we didn't have any Tri-mix) and tried it briefly and it seemed to work better (I can't give you much of review beyond that, as it was another welder who was doing most of the work. I was on another job and just came over long enough to see he was having trouble and ask the old guy. Then we switched to stick because the wire-feeder started acting up. We don't really do stainless with wire where I work). So I would try the mix gas as well as the argon next time you do stainless and see what works better. If you don't like either of those, then go get some Tri-mix.
And yes, you can use straight argon for welding mild steel, but the only time I have seen it used is when you're going really hot and want to get into Spray-transfer (which you won't be doing if you have a hobby-type welder). There may be other considerations as well, like the steel maybe needing to be cleaner, I can't say at the moment. Plus, argon is more expensive so your Ar/CO2 mix will save you a couple bucks.
