I'd say that TIG welding will give you consistently good qaulity and nice cosmetic welds. Mig welding can be used, but tie in's and restarts are not going to have the quality that the TIG will give you in a consistent manner. MIG is harder to get into tight places and it's harder to maneuver than a TIG torch around the radius of the pipe.
All our big motorsport teams here in the states TIG weld 4130 chassis with ER70S-2 tig wire or a ER80S-D2 wire. More and more race teams are going back to the ER70S-2 wire for it's ductility and the flex it allows in the joints during a crash or over harsh terrain.