Being that I was never a full time chassis or roll cage builder, I too pondered the questions of which methods of welding may be best. In the end, I went with what I knew I was most experienced and capeble of doing..... MIG...
In the last few years, with the new career path that takes me away from home for extended periods of time, I weld even fewer roll cages and chassis' now. I would heartily endorse the sugggestions to weld scraps and pieces together and then cut them apart to see how the welds turned out. I do this a practise for sometimes several hours prior to doing real welding work on anything nowadays.... (and I now have to use a "cheater" lens in my helmet too- but that is another story)..... experiment with a bit of preheat too.... especially if you are working in a cold season of the year like we in Canada and many other parts of North America have to do.... NOT lots though.... 200 to 250 degrees F is usually enough.....
Another item to seriously consider too.... FROM THE RULE BOOK SECTION 3.B:
Low carbon (mild) steel tubing is recommended for the construction of roll cage structures.
Chrome moly tubing is widely used in drag racing as a method of weight saving. A mild steel dragster chassis would not allow a car to be built to the minimum weights allowed in the various classes. In land speed racing, weight is not generally a critical factor in the competitiveness of a car- unless perhaps there is not enough weight.
I wish you well in your chassis building adventure and I hope to see you in tech.