I'd recommend finding a local community college/trade tech welding class. make sure they know you want to learn MIG. I "think" TIG is often used for aluminum, and is good to have under your belt. (or is it "heli-arc"?)
You can learn brazing by just buying the equipment and playing with it, It will come in handy on occasion, because not everything needs to be welded.
The instructor will have leads on equipment for sale when a past student wants to upgrade to something bigger/better.
You can also make good money part-time making custom turbo headers. Some guys are buying early 90's Civichatchbacks cheap (lightweight) and dropping in a K24 minivan engine to cheaply get more cubic inches. Some buy parts to attacha a turbo, but it is a custom piece. Prices are high, and lead times are long. If you bought one (or whatever is in demand at the time you're ready) you will have plenty of cash business by being a week faster and $10 cheaper.
Recumbent bikes (for old guys like me with money and bad backs) are rediculously expensive. Thats an opportunity to copy an existing recumbent or cut an existing frame up (to get the BB, head-tube, etc) and bend/cut/weld a new frame.
I bought a $200 WalMart mountain bike that has a front disc brake, and I'm making it a recumbent like Justins "cross-Canada" bike. Also, look at the prices of the Stoke-Monkey/Extra-cycle.
I also like how adding a rear suspension arm and shock (from a thrift store 24" MTB?) to a hard-tail makes a "long bike" that has plenty of room for a non-hub drive unit (plus large fold-out cargo panniers). Aluminum walkers at thrift stores are a good source for cheap pre-bent aluminum tubing.
Hydraulic shops and muffler shops can occasionally bend tubing for you until you make your own. The dies can be made from fine-grain, knot-free hardwood.
To round-cut the ends of pipes for a joint, you can start out by just using an angle-grinder. Later, if you only use 2 or 3 diameters of pipe, you can buy a few milling bits and make up a custom pipe jig with a bench grinder motor, or something similar.