Welding with flux core creates a lot of smoke, so it is difficult to see the bead. It creates a lot more splatter, and you have to chip off the slag that coats the bead when you are done.
MIG (with gas shielding) produces little smoke, and little splatter. There is no slag to clean up. Overall, the welds are much cleaner.
A cursory Google search suggested that you can get better penetration with flux shielding. It seems to me that if you are welding anything bigger than 1/2" plate, you should probably be using a robust stick-welder anyway.
I use .030 wire and steel mix gas (Argon/CO2) for pretty much everything I weld.
I also have a Miller auto-darkening hood that works great. I used to have a cheaper auto-darkening hood that would often fail to work if it didn't get a chance to charge (worked off solar power.) I got rid of it because I don't want to risk getting flash-burns. The Miller runs on battery, but uses solar (from the weld arc) to charge the battery.
I do a LOT of welding, so having reliable equipment is very important to me.