Hi Gphil,
As FrankCrank says, the plans utilising 1 &3/4 square 16 Gauge steel are more than adequate for most folks. I have made one out of steel twice the gauge and it was awfully heavy as machine.
16 Gauge is just about right for a modest stick or MIG welder and great results can be obtained. I tried MIG but didn't like it and moved on to TIG, which I do like very much.
Square is much easier to build in than round-tube (I've done both). Get stuck in and "Enjoy". Beware though, 1 build is never enough. ;-)