It's possible to weld aluminium and stainless using MIG with different shielding gases, but from experience it's not worth it, messy to say the least.
To weld stainless and aluminium nicely you'll need a TIG set capable of AC/DC, not cheap although the Chinese sets are getting more reliable and cheap.
Local colleges usually offer night classes, closest to me is Leeds.
A couple of hundred quid last time I looked.
Alternatively you could do what I did, I bought a 2nd hand MIG from the free ads and built a car.
You can see which end I started welding first, one end of the car has noticeably better welds
Have a mooch around
http://www.mig-welding.co.uk/ it's the best resource for amateurs wanting to weld