Lucky, my parents won't let me have a welder as they think I'll blow myself/the house up

Steel, Aluminium and Titanium are most commonly used. Chances are you will have a stick welder and steel is used with them. Although but I have seen aluminium brazing rods (use a blowtorch) and aluminium welding rods (for a stick welder) that don't need any gas. Not sure if they're any good but if you don't want so shell out for a different sort of welder and gas and be able to weld ali and steel then they might be the way to go.