Electrician, plumber, HVAC in that order. Would be inquiring about apprenticeships locally and seeing what they want you to do. Many will send you to school one day a week while they work you the other four days. Wouldn't go seeking my own trade school education w/o guidance from them first.
Personally, wouldn't go the welding or machining route unless you can go the custom fab route. Production welding and machining will make you a living, but it will suck and you won't be making electrician/plumber/HVAC money in my locale. Education - find a local Tech School, certainly wouldn't relocate for one. Better yet would be find a job with OJT that will send you out for classes or reimburse a percentage.
Want to be on the road and put up in half assed hotels April-November? Framing, commercial roofing, and concrete is for you! No education required, just clean piss day 1 (doesn't even need to be yours!).
I'd leave residential roofing alone unless I was running the show, then I'd hire Mexicans.
