Depends on the type of metal coil you use. If it contains flux then the flux melts and generates the gas the shield the arc. A no flux filler coil wil require gas.
If you use a flux core filler you basically have a standard ARC welder with a self feeding rod.
Use of FLUX core would be useful in an outdoor or windy location where you would have a problem keeping the shielding gas around the weld.
Use of GAS would produce a cleaner weld as you wouldn't have flux slag being deposited. Just means that you have to chip and wire brush the weld before the next pass. So use gas if you are concerned about surface finish.
Material of what you are welding Aluminum would require Argon gas. Where with regular Steel you have an option.
Material thickness is factor as well. Flux core is used on thicker materials while gas should be used an 20-24 gauge or less. So for sheet metal auto body work I would use shielding GAS indoors . Welding something on a tractor in the field use FLUX core