The problem with TIG is the tungsten. It stays there for as long as you are welding. With MIG the electrode is the wire and it is replaced all the time.
CO2 is OK for MIG for that reason, but it will destroy a tungsten tip. It's been tried on here before (by accident - didn't work) For TIG pure argon only.
At the collage I went to they accidentally put a bottle of argoshield (argon/co2 mix) on one of the tig welders, I spent about half an hour trying figure out why my welds looked crap and my tugsten was melting.
OK, OK, Inert gas only clever clogs. Any inert gas is fine as it won't burn the tungsten. Neon ought to work too, as should Krypton and Xenon. Some of the inert gasses a bit higher up the periodic table can get a bit radioactive so avoid Radon and Ununoctium as the bottle life is poor. (and they aren't necessarily gas.)
I've half a feeling that helium welds a bit hotter than argon when used as a shielding gas, but I'm not sure. Certainly I've heard it said that an Argon/Helium mix might be usable on both MIG and TIG, but I've not found anyone who has tried it.
CO2 is a no-no for TIG welding. 99% of the time pure argon is the gas of choice.
As piman rightly points out, in the US, where Helium is a great deal cheaper, that gas can be used as well, in fact, for some specialised welding, mixtures of Argon, Helium and/or Hydrogen are used. But for bog standard, every day TIG welding by the main people on here, Argon is the gas of choice.
Just for general info, the addition of Helium or Hydrogen to Argon welding gas will increase the heat input across the arc, really useful for welding copper, stainless and aluminium. the downside is these mixes are quite expensive and because they are 'lighter than air' you need to increase the gas flow above that used with pure argon, so you use more, making them even more expensive.
Before anyone asks about welding with Hydrogen gas and mental pictures of the Hindenburg disaster, we are talking about maybe 2-5% Hydrogen 98-95% Argon!
had a half bottle of helium in the garage wasted it on the kids balloons could have been experimenting will have a play next time i get a hold of one glowsticks do look good floating on the breeze in the dark what a waste of helium