I would use MIG over stick any day. I have welded up some tanks out of 16 gauge steel with stick, but since I got a MIG welder, it's my go-to for anything under 1/8 thickness.
There's an excellent how-to sheet metal welding thread up at the top of this forum.
LINK Definitely check that out before you get started. Flanging has it's drawbacks, and you might want to reconsider that and use butt welds instead.
