Hey Chevy,
You're getting some good replies, but it seems kind of sporadic, so I'll put in my two cents...
Yes you can weld the stainless exhaust with SS solid wire and 75/25 gas, BUT, it will look like crap because the edges of the weld won't tie in very well with the pipe and the arc is hard to control for making an even bead. When MIGing SS, I like to use 98% Argon / 2% Oxy because it works a lot better.
So, yes, it would be a good idea to get a small bottle of 98/2 for MIGing SS to SS. And, no, you won't have to put anything on the weld to protect it.
Keep in mind though that the natural anti-corrosion properties of the SS on the inside of the exhaust pipe will hold up better if you purge the inside of the pipe before and during welding. Usually, pure Argon is used for purging because it's cheaper, but that doesn't mean that you HAVE to get a third bottle. You could just attach a "Y" splitter to your 98/2 hose and purge with it.
Also, yes, you can weld mild steel with the 98/2, BUT, it will look like crap because the edges of the weld won't tie in very well and the arc is hard to control for making an even bead.
For the SS to CS gate weld, use 309 SS wire and 75/25, and yes, you will have to put a protective coating on the weld to keep it from rusting.
Another thing to keep in mind when welding SS to CS steel is that there is a side-effect called dissimilar metal electrolysis. This causes the weld joint between the two dissimilar metals to corrode faster than the rest of the weldment, or in this case, gate. That doesn't meant that your gate is gonna fall apart at the seams right away, but if you're using thin wall tubing, it might not last longer than a year or two.
Good Luck!
Tim