a flux core works nice and you dont have to fill a cylinder, but its a little messier because the flux creates a slag similar to stick welding.
gas mig uses usually 75% argon and 25% carbondioxide.
oxygen will burn molten metal, thats why you need shielding, all the gas does it displaces the oxygen, argon is inert and reacts to nothing.
in flux cored the flux just burns as you weld and floats to the top and protects the weld pool from oxygen and contaminants as it cools. and there is a flux left behind, with fluxcored it usually just falls off, but with a stick welder you usually have to chip it off by hand.
if your doing the work inside i'd just get a cheap 110 volt mig welder, since its inside you can use gas shielding and the elements outside wont blow your cover gas away. and the weld is alot cleaner and requires no cleanup. most wire machines you can run both solid wire and flux cored, just have to swap wires and or bottles etc