MIG stands for metal inert gas welding, and the word inert is the real clue to the answer. An inert gas takes no part in any chemical reaction with the molten weld pool, it simply forms a protective blanket that keeps atmospheric oxygen and nitrogen away from the hot metal. Argon and helium are the two gases that behave this way, argon being cheaper and giving a calm, stable arc, while helium gives deeper penetration for thicker sections. Gases like oxygen, acetylene, nitrogen, hydrogen or carbon dioxide either react chemically with the weld pool or belong to different processes such as oxy-fuel or MAG welding, so the shielding gases used in MIG welding are argon and helium.