There's a good bit of confusing information on the internet about the selection and use of shielding gas. So-called experts share their opinions and experiences, telling what they use and believe to be fact. Others have gone so far to believe that shielding gas isn't absolutely necessary.
Let's start right there. Shielding gas use in true MIG and TIG is required. The acronyms MIG and TIG stand for Metal Inert GAS and Tungsten Inert GAS. The same is true if you use the AWS acronyms G-MAW(Gas Metal Arc Welding and G-TAW (Gas Tungsten Arc Welding). As you can see, the focus word of these processes is GAS...the pressurized, cylinder kind. Of course there's always the one who says, "I 'migged' my lawn mower deck with my welder I bought from XXXXXX with out shielding gas and it works just fine." Well to that, I would say, either he/she used a flux cored wire, which is technically Flux core Arc welding (F-CAW) or he/she should be really glad that a lawn mower deck is all that was welded on. Any one claiming to have used the TIG process without some form of shielding gas is president of the local liars club...or should be elected to that position at their next meeting in the local Waffle House.
Shielding gas is a gas or gas mixture that is used to surround the weld pool as welding takes place. The gas flows out from the source, usually from the torch nozzle, or cup and covers the area with concentrated gas that excludes the oxygen from the weld. The primary gas that is generally used in blends for this kind of welding is Argon. It is a dense gas that is heavier than air which makes it ideal for this because it "hangs" around the gas puddle where it is placed for a longer period of time. It is inert and will not interact with the metal as other elements in the atmoshpere.
Generally, in TIG welding, pure Argon is used. Back when the process was known as "Heli-Arc" Helium was originally used. Although Helium is a inert gas and produces deeper penetration, it wasn't ideal, because it did not provide the best coverage because it was lighter than air and quickly left the weld pool exposed and required much higher flow rates. It was also more expensive to use...It still is. Argon was a "left" over by-product of the air separation process and it began to be subtituted for helium as a cheaper alternative because it allowed better "cleaning" action on aluminum when welded with High Frequency AC. It soon found favor as a superior, all around shielding gas. Pure Argon is suitable for all forms of TIG welding. While some people use more exotic blends of Helium/Argon or or Argon/Hydrogen or Argon/Nitrogen for highly specialized applications, Argon is generally recognized as the best all around, best gas to use in the TIG welding. The Hydrogen and Nitrogen percentages are relatively low and are added only for working with a specific kind of metal and cannot be used with other types of metal because of unfavorable interactions.
For MIG welding, the picture becomes much more complex. In steel, Argon/CO2 blends are widely used. The most common blend of Argon/CO2 is 75% Argon and 25% CO2, referred to as 75/25. This allows for good bead contour, lower amounts of spatter and easy out-of-position welding on most steels during short circuit transfer. It has a fairly economical price point for most people only concerned with steel fabrication and repair. For spray transfer in MIG welding, relatively low amounts of CO2 are used. Generally below 20% concentration of CO2 is needed for the metal wire to spray. Also for spray, an Argon/O2 may be used, especially for welding Stainless Steels in either spray or short circuit modes, depending upon mix concentrations of O2. Ideally mixes that are less than 15% are the best, however, the lower the amount of CO2, the more difficult the weld pool becomes to control in out of position welding. There is some use of pure CO2 in the industry, because of its reduced cost. The large amounts of welding wire loss through spatter, time spent in clean-up and general aggravation usually offsets the money that is saved through pure CO2 use. Pure CO2 is used in applications where no concern is given to clean up or weld quality or deep penetration is required. Pure CO2 is not inert. While it does a good job of exluding the atmosphere from the weld, it does interact with the molten metal. This is why you often see the acronym MAG (Metal Active Gas) used to alert the reader to CO2 use. The dull gray, spattered weld is a tell-tale sign of pure CO2 use in the welding process (or lack of shielding gas!). For other metals, pure Argon is often used. Aluminum welds require the use of pure Argon or a Argon/Helium mixture. In fact, it is possible to weld nearly every metal EXCEPT steel with a Ar/He mixture. There are also tri-blends of gases with Ar/CO2/O2 which work well for stainless and steel uses, also for pure stainless and aluminum work, Ar/CO2/He.
While the list seems to be long on possible combinations of Argon blends to use in welding with MIG, it is not necessary to keep a complex "cocktail" of gases available. Generally, a 75/25 blend will be all that is necessary, unless aluminum is frequently welded, then pure argon may be used. My personal choice in my own shop is not a 75/25 however. While I have nothing against it, I use a proprietary blend from a company that is 82% Ar/18% CO2. I have found that it is the best type of gas for my type of welding, because I frequently use spray tranfser and short circuit transfer equally.
A little experimentation may be required, as it was in my case, to come up with the weld qualities that you desire. Don't be too concerned with getting the wrong "kind" of shielding gas as long as it is specified for the type of metal you are welding. It may have a little different quality than you are used to, but you should be able to manage until you consume it all and are ready for an exchange to another blend. In the meantime, you will learn to adapt your welding style and possibly learn to appreciate the weld qualities the gas blend affords you.