I took a welding class where we learned all kinds of welding. Stick welding is probably the easiest to master because you just clamp your pieces down and drag the stick along the joint. There are settings on the machine that you have to play with, but when you are starting out, trial and error works fine. You also have to control your speed, but this only takes a little practice.
The materials that you are welding can also impact the difficulty. Welding an inside corner of two plates butted up against each other is probably the easiest. Pipe welding on the other hand is one of the hardest because as you make your way around, your position constantly changes.
The weld from stick welding can be very strong but unfortunately the bead appearance is pretty poor. There is usually a lot of spatter.
MIG welding is also surprisingly easy, but it takes a little longer to master.
TIG welding - now that's hard!