I am far from experianced, but I have been doing this as a hobby since I was a kid and avoided gas forges until recently. This was mainly because I was intimidated by the cost buying a burner and didn't have the right parts redily available to make one myself.
About a year ago someone gave me a large, and mostly full, propane tank. I decided, due to neighbors complaining about the coal smoke coming from my backyard, to once again look into building a gas forge and happened onto plans for a forced air burner.
Long story short, I think I spent 40$ for the regulater, some pipe and fittings and 4 fire bricks that I pretty much wired together.
I was able to forge weld the first time I heated her up, which I had pretty much given up as a lost cause with my coal setup.
I have since improved/rebuilt my forge (I actually managed to melt my firebricks) but I'm still using the same burner.
I'm sure there are plenty of things to recommend venturi type burners, I have used an off the shelf forge with venturi burners and it was great.
in my opinion, however, if your a beginner, a die hard do-it-yourselfer, or simply strapped for cash as I was, the forced air burner is the way to go.