The right gloves are key and keep them very clean...
You'll get used to it, but it will never be as good as a foot pedal. In the last few years, I've seen a lot new machines that come with a finger control and pulsers as well. It's a lot easier to use a finger control if you have a pulser as well as the pulser takes a lot of skill and timing out of the situation. If you get a machine setup and dialed in correctly with a pulser, nearly anyone can lay down some nice beads.
This brings up a subject that came up often in welding school, better to learn right the first time around as old habits good or bad are hard to break. If your used to the foot pedal it will just take you some time to get used to it, but I don't think you'll ever feel like you can float the finger control like a foot pedal (but you can't do that while your under a car...so you need both).
With all due respect, I don't agree with the almighty pinhead about cooling the welds. To put a finer point on that, you should never cool red hot welds with a wet rag as it causes shrinkage and cracking. However, once it's cooled down to where you can almost touch it, at that point it's OK to use a rag. However, I prefer to just take time and do one little tack a time. You'll have less trouble with warpage if you take more time and just air cooling do the work. You can use this time to decide if you need to hammer on the welds to flatten on the panel as the welding process itself shrinks the metal as you weld the patch in. By hammering on the weld, you flatten the area and make the panel larger and flatter.
Tig also CAN put more heat into the weld if you linger and go slow it will warp as Pinhead said, but if your fast and just put down a small BB sized tack it will not. The point being that you can in theory hold a tig weld in stasis where the mig process just keeps putting down more material as long as you pull the trigger. I prefer TIG as I like the postflow of gas and I like to keep the heat very low. Covell covers this debate as well. For the beginner, I have to agree, Mig is certainly easier. (The new MM252 Mig has gas postflow - I'd like to try that)
I do use a wet clotch to shrink metal where you have an oil can dent, and in this case, you have to heat the area up to cherry red and then shrink a few spots a time.
Ron Covell
Welcome To Covell.biz has some great videos on this and a great Tig video as well.
You can rent them here:
http://smartflix.com/store/video/15/Basic-Techniques-For-Working-With-Steel
-Stumbaugh