You will need shielding gas if you are going to weld Aluminum, stainless steel, and mild steel using standard welding wires. Shielding gas protects the weld pool from atmospheric contamination and will stabilize and increase the smoothness of the weld. For welding aluminum, you will need pure Argon gas. For welding stainless steel and mild steel, you can use a mix of argon and other gasses. A gas supplier can set you in the right direction here.