GET SCRAP METAL... Don't do any welding/pounding/cutting on your car until you have at least some experience using the tools.
Stud guns work best when a very short pull of the trigger is used. You don't want to apply any more heat than required to bond the stud to the metal. Too much heat can cause the stud to actually burn through the metal, leaving you with a hole that needs repaired. It can also cause shrinking, pulling metal around the area towards the stud, causing uneven density in the metal. Practice pulling the trigger until only a pencil-tip heat mark shows on the backside of the metal. Remember, if you pull it too quickly, the worse you're going to do is waste a stud - this is preferred over repairing holes and trying to stretch the metal back out!
Also, a hammer and dolly set are almost mandatory. Get a set from Harbor Freight if nothing else. Be sure to get a few curved dollies and a flat dolly.
When moving metal - such as taking out bends or folds, you're moving metal at a molecular level. If metal has been forced into itself, it needs to stretch back out. The molecules have been packed tight in some areas, loose in others. Accomplish this by hammering on the metal with the dolly directly beneath your hammer blows. This will pinch the metal between the hammer and dolly surfaces, stretching the metal. If metal has been displaced - such as a dimple, dent or fold, the molecules have been stretched apart and need to be forced closer to each other - towards normal density. If the dimple is into the metal, the best result would be from hammering at the backside of the metal - on the top of the dimple. Place your dolly over the dome of the dimple on the front side (the other side), and hammer until JUST when the metal flattens between the hammer and the dolly - you'll hear a different tone - this tells you the metal has moved flat, and repeated blows will begin stretching the metal again. Basically you're placing the hammer head and the dolly on the opposite surfaces, and hammering until those surfaces meet. If it's still not quite right, find new high and low spots. Just remember not to hammer onto the dolly as it will stretch your metal and can cause "oil canning." Lastly, plan your moves carefully and ahead of time. Metal working is like chess - it can beat you at your own game. If you keep working the same spot, or stretching and shrinking, stretching and shrinking over and over again, the metal becomes work hardened. Doing this can cause the metal to crack, and even welding won't help - the metal will have to be cut out and replaced. This can happen EASILY with a shrinking head on a stud gun, so be careful.
If you're going to be making patch panels, consider buying a set of "Shrinker Stretchers." These can mount onto work benches, even onto short bar stools, and can create tons of different pieces for window trims, door trims, fender corners, etc. Very, very, very valuable pieces of machinery, and relatively inexpensive.
Of course you might want to get a welder eventually. I advise getting the best you can possibly afford - something that uses a gas tank with Argon gas. MIG is best for starters. It can be a little hard to fix MIG mistakes than TIG mistakes, but MIG is easier to learn, and - if done right - will make very few mistakes.
I picked up welding and metal work very quickly at WyoTech. I wish I had more time to practice the skills, and wish I had the tools themselves so that I could continue practicing with them. I intend on eventually buying ALL of these pieces when it comes time to start working on Project Gold Fish.
Best of luck, and don't forget - PRACTICE, PRACTICE, PRACTICE!
Jeff