The most secure option is always going to be some kind of scheme which guarantees a job at the end of it should you meet the airlines criteria. However this isn't always possible depending on whether the cadet fits the bill for the airline at the point of application. For many this isn't the case, and for many it's simply because the schemes offered by the airlines are massively over-subscribed so self-funding is the only viable option. Of course it comes with risk, but generally the integrated schools deliver on what they say they'll do, and that is to leave as a qualified airline pilot.
Don't expect to walk in to a job though, after graduating it's very much up to the individual to make it happen.