I do a lot of welding (mainly stick and tig) but I've found it easiest to braze mufflers, using brazing rod and oxy-acetylene. I know that doesn't help you with your mig rig, but it might be an excuse to get a O/A rig. They're handy as hell for heating, brazing, cutting, etc...you'll get plenty of use out of it!
I don't have a lot of hood time on mig, but in general, if you're welding pieces with different thicknesses, you want to start your puddle on the thicker piece, then "wash" it over to the thinner piece. And if doing a lap joint, start your puddle on the lower piece, then wash it over to the top piece. (If you start on the top piece in a lap weld, you'll just melt back the edge without fusing it to the lower piece.) HTH...