Plydude, get a good book on welding too. One of the easiest to follow is the one sold at Home Depot -- the same one someone mentioned earlier in this thread. We used text books when I was instructing, but I wished we could have used those (we were an accredited course, and one of the requirements for accredidation was that we had to use "real" text books). I told the students to get one if they wanted something easier to follow and use as a quick reference. A few did when we started welding and had an easier time with it.
Angles are everything, no matter what kind of welding you do! The book will show you that, I'm not about to try and talk angles now -- it's been about a year and a half since I was in the classroom teaching, and then I had notes/books with me! "Hold it about like this" doesn't work to well here!! After you know the basics welding is just practice.
Breaking the welds is a great idea! To save time we always quenched (dipped in water) the welds made by students. Then I'd snap them, rather easily because the quick cooling makes a very brittle weld. You can still tell if it's a good weld though. Good welds will break BESIDE the weld, as the weld metal is stronger than the pieces being welded. The heat affects the welded pieces more, so the area right next to the weld is the most brittle. On lap welds (they are the hardest) the weld will either break or peel off the bottom piece. If it breaks on the top or right down the middle it's a good weld. If it peels off the bottom piece, no (or not enough) penetration. On lap welds you have to direct most of the heat on the bottom piece without burning through and still get enough on the top. Practice them the most -- welding edges is much easier unless really thin metal.
If you're using a MIG (flux core or gas), I'd get 1/8" steel to practice on first, then go to 1/4", then try sheet metal. 16 gauge would be the thinnest to try first, then when you get that down go thinner. We always used 3"x4" pieces for practice -- you can't really go much smaller and get anything done. A 12"x12" piece cut up gives 12 such pieces, and would give a good bit of practice. I'd make six lap joints, then butt those -- some end to end, some side to side. Get another 12" square piece cut up to practice T joints, and make them both flat and vertical. Don't bother with practicing overhead welding. It's difficult even for an experienced welder -- even they avoid it when they can. Vertical down is probably the hardest, next to overhead. A bit of scrap exhaust tubing cut up will be a good idea once you get the sheet metal down.