If you are only interested in the type of welding process to aid in your interest of gun smithing then I would look at the TIG process. I have been a welder for over 25 years and I believe that if you become familiar with TIG welding, you can weld darn near everything. With TIG you can control the heat affected zone and the amount penetration. There are many filler rods to match about any type of base metal. I TIG welded aluminum, stainless and carbon steel for about the last 15 years before I retired a couple of months ago and I loved every minute of it. Using TIG I have welded 2 beer cans together at the bottom with no burn through. Most of the technique is learning to set your weld source, gas, volts, amperage. Position is also important. I miss it already.
Good luck in the welding school and the gun smithing as well.