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#3 or #5 is great for Oxy/Act cutting, but for arc (TIG, MIG, Stick, etc...)welding I agree with another post and try at least a #9 or #10 shade. The more current, the darker shade you will need because the arc intensity is greater. Some of our guys that run really hot with Flux core will use as dark as a #14. Auto shade shields start out at a # 3 or #5 and then when an arc is struck they flash over to #9 thru #14, depending on the brand or whether it has a variable setting.
Save those eyes, you'll need em!
John Wright
Try this link for selecting a shade for your set up.
There are many, I just ran up on this one and put it in here for you.
http://www.chem.purdue.edu/chemsafety/Training/PPETrain/shades.htm