Learn mig first. Once you learn to control the puddle try moving on to stick, and when you can do both of those proficiently then give tig a shot.
If you try and start with tig, even with a pro looking over your shoulder you will more than likely get frustrated because its as much of an art as it is a skill. I learned to weld with stick, and after burning about 20lbs of rods was proficient enough to be able to pick up mig within 20 min with a friend watching and talking in my ear. Tig... well i can do it but its far from pretty. The other nice thing is that if you get into it, you can stick weld for far less $$ invested, and you can do it outside or in a breezie garage without worrying about the gas blowing away and messing up your welds.
