gas for a mig welder is not flammable. It's argon,and it's purpose is to keep the oxygen out of the burning metal/weld. This gives you a weld that won't bleed rust as it ages. I'd go for the gas welder as opposed to the flux coated wire.
You can make your life easy by going to your local Airgas store. They can help you spec the equipment you will need to do a specific job. Airgas is a destributor for both Miller and Lincoln all of them have good websites Lincoln has a guide to help you as well. I would be more apt to buy a gas wire combination, flux wire is not very clean. I have used the Harbor freight mig machine and had a lot of issues. The feeder did not hold the tension and the wire slipped, the speed was also a problem, it took a lot of effort not to burn through the metal I was working with. Welding is like anything, if your williing to learn the basics by reading, video or class room, you can do it, and do it well. Another company Red-D-Arc rents weling machines and they sell the old rental machines.