Working with steel...

[The Natural Philosopher]

Oxy acetylene torch.

[Dave Plowman (News)]

Absolutely. An angle grinder scares me more than any other power tool - so I'd not recommend it for someone starting out. And drilling an RSJ isn't that easy either with a normal drill - you need a much slower speed than is common.

[Bob H]

How big? But mostly with a HSS drill of the size required (HSS= High Speed Steel)

Yes, by using either a 9 inch angle grinder with a steel cutting blade, or a sthil saw with same, or by using oxy-acetlylene cutting equipment

Rolled Steel Angle (Iron)

Sorry, can't help with that one, but could be steel reinforcing bar???

Rolled Hollow Section

Well, there you go.