On thin steel brazing is a lot easier for the novice metalworker to learn than welding and you are more likely to get a good joint.
Welding is one of those skills that if you don't practice regularly you won't be very good at it and something like a bike frame is critical enough I would not recommend you entrust your health/life to a beginner self done job.
Why not cut and fit all your pieces and then take the entire lot to a skilled welder/brazer and have it done properly?
For making and fitting your joints there is a free online service that will make printable templates for coping your tubing pieces to each other, I've used this with good success. For the novice I would suggest a hacksaw and files, it's easy to get carried away with power tools and cut too far which then ruins your material.
http://www.metalgeek.com/static/cope.pcgi
On edit: I just realized your frame is going to be mostly sheet material, the welding heat is likely to warp the sheet considerably as you go so it will be necessary to weld a little here and a little there so as not to heat any particular part up too much. Definitely a job for a skilled fabricator/welder.