There's a reason O>A welding, and TIG are used for automotive body work, and sheet stock work all together. The MIG process makes a harder weld than the parent material, and will crack with cyclical loading or work stresses like body hammer, English Wheel, shot bag, or sustained vibration. The HAZ is different with each process as well. The best MIG technique I've used is 'pulse' or 'trigger-welding'... Crank up the heat, and make a series of very hot 'tack' welds. This technique seems to be less prone to burn through, cracking, and you can still achieve @ or near 100% pen.
Stress relieving a welded pipe would be fairly simple, and somewhat foolproof. Bring said object up to 400°-500° for about 30 minutes (at that temperature), so an hour dwell time may be better for simplicity sake. Allow the part to cool slowly... Turning the oven off and not opening the door would work fine.
I've found that sandblasting a part works extremely well for weld stress relief as well... Conceptually, the principle behind it very similar to 'peening', but more closely related to a form of VSR.
Weld up a pipe, sand blast it, and anneal it... The finish wouldn't look bad either... One could argue that using the pipe would anneal it, but it would be very uneven.