Self-taught MIG is certainly an option, but with so many others who already know how, and who can drastically shorten your learning curve, at least ask around for some hands on help. It's probably not as dangerous as self-taught sky-diving, or self-taught scuba, but it's worth being careful.
I took the High School evening shop classes, and it was the best way to go for a thorough grounding (no pun intended), as you'll also learn from the other students mistakes.
The tech schools want to graduate cert'd welders, and that takes a long time, with many many many hours on stick/MIG/TIG, steel/Al, thick/thin, vertical/overhead/horizontal, butt/lap/round, 60k/70k//110k steel, etc/etc/etc.
Way beyond the needs of the hobby welder.
It's realllllly easy for a beginner's MIG bead to suck you into thinking you're a welding prodigy.
I second the comment on being taught re thin body sheet welding. It ain't as easy as you might imagine.
And since you want to weld on items that will be on the road (with other innocent victims), make damm sure you are welding properly, with the join being stronger than the surrounding metal.
It's real easy to weld two flat pieces together, and it can be a real over-confidence builder. When you go to weld on a vehicle frame, you'll discover it's in an awkward spot, overhead, hard to reach, needs cleaning badly, and your visor won't sit exactly right for you to see what you're trying to do. That's when a little training can go a long way to prevent some really nasty bodily harm. Dripping melted steel really cuts through clothing quickly...
Exhaust can be a special problem, especially with coated metals, beware the fumes.
Of the students I've seen, it seems to take a year or so of welding a few hrs 2x a week for them to seem and feel confident and competant. There's no shortcuts, really.