If you are thinking of doing a tube frame "something" then MIG welding is not your best choice. The techniques of gas welding chrome moly tubing for example reliably for homebuilt aircraft is well developed and learnable by the novice (many homebuilt aircraft are built by first time welders after all.)
Racecar guys Nascar/NHRA are all doing TIG welding (required by rules in many cases) but this is a higher level of skill for a beginner.
The problem with MIG for structural tubing is the cold start problem, you'll have an area of poor penetration which can be a fatique life problem, basically. If the process is dialed in in a factory situation and the joints are designed for MIG then it can be quite acceptable (Ducati frames, some aircraft frames in a factory setting)
BTW $800 sounds way high for a weekend class, you can do a EAA Sportair weekend to learn TIG for something like $350. (I did that one last year
) In Denver "General Air" welding supply offers Saturday morning welding classes that are excellent for $50 a session. Check with your local welding supply houses to see if any of them offer something similar. They use them as sales tools.
Good luck and most importantly have fun! Once you learn to weld you become a god in your neighborhood