So if I buy a mig that uses gas I will be able to weld anything in the future. What about thick metal.
No, it will not weld anything. What do you want to be able to weld?
Aluminum might be a problem.
Look at the thickness specifications for each mig welder. The specs for the HF welder you link-to above is 22 gauge to 1/4" for mild steel and stainless steel.