What welding process is best?

There is no BEST process for all conditions/situations/materials/applications. Easiest to use would probably be GMAW (MIG welding). Most useful for all applications and metals including cutting OAW (Oxy-Acetylene welding) usually referred a to as Oxy-Fuel. Most widely used process is probably SMAW (stick welding) which would also be most portable and cheapest to purchase. GTAW (TIG/Heliarc) is used mostly indoors on thinner and or non ferrous metals ( Aluminum, Stainless Steel, and most alloys. If I were to set up a shop at home I would consider a DC stick welding machine (preferably a rectifier type) and an Oxy-Acetylene setup.