Disclaimer: I am a crappy welder. That being said, I was my teams only welder in the 2005 season, and only because I was willing to take a chance and try to teach myself on the job. Autodidactic or not, this was a stupid (though necessary) thing to do which I would not recommend to anybody. I have never welded steel. Therefore any opinion below is completely honest and based on first-person experience but I make no claim to its veracity. You know what I mean. In addition I welcome any welding tips.
I used an autodarkening helmet. Absolute must. I can't imagine not using it, especially for those 2 hour 7am welding runs where time just disappears, but you have holes burned in your clothing.
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MIG machines are generally much cheaper.
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The cost advantages of MIG welding aluminum disappear when you have to get a spool gun. This year, ours broke (a discontinued-with-good-reason Miller model, the Spoolmatic 700 or something of the like, big honking thing) and we looked into replacing it. We're cheap, so we looked on Ebay - to buy a new model used would have run us over a grand. This is just for the spool gun itself - welder not included (the boxlike thing you plug all the wires into). We opted to repair it, but kinks continued to crop up every couple minutes.
I have never TIG welded but I'm sure that once I do, I'll have no desire to use MIG on aluminum ever again. In addition to the obvious cost disadvantage if you get a spool gun, a spool gun is a big thing, at least 16 inches long and always bigger, heavier, and more cumbersome than you think. After welding for a while (>20 min), you will get sore, tired, and irritated. I ended up holding it like a paintball gun - back of it resting on the top of my shoulder, wire coming out at eye level. This is probably terrible form (see disclaimer). Held like this, I had to crouch, which wasn't any more comfortable or any less cramping. Spool guns are big. If you're doing welds in small areas, they either won't fit, or you'll have to contort yourself to make a weld. Because the whole thing is so long, you won't be able to see what you're doing clearly, either.
So if your robot needs welds, go TIG or don't do it in-house. With TIG you'll get stronger, prettier, faster, easier (if you know how), welds that are less likely to burn through, especially on the thin aluminum we use in FIRST (if you pay attention and have a pedal etc.).
Regardless of your welding method, always clean and wirebrush or sandblast immediately before welding aluminum. Weld weakness, porosity, and crappy look of the weld smut if it's not makes it well worth the effort.
Another option is a spot-welder or resistance welder. Not as exciting, but simpler, much cheaper and easy to do without training (though you should be trained) and effective in many situations.
George