Hi Ikea,
There isn't much in the way of guidance anywhere in the world.
Information on the route to becomming a professional pilot is available at your local friendly flying club, on discussion groups such as Professional Pilots Rumour Network, BALPA, the Flight Training Exhibition and by people you meet whilst training.
Assuming you are looking for employment in the United Kingdom or elsewhere in Europe, there are two routes to an ATPL:
1) Integrated Training
2) Modular Route
Both of the above will lead to a Frozen ATPL, well actually a Frozen ATPL doesn't actually exist, it is merely a phrase that is used to describe a JAA CPL/IR with the ATPL Theoretical Knowledge Completed.
You may also have the MCC course completed (normally part of the integrated training).
The difference between the two?
Integrated is a little quicker in getting you a licence BUT you will spend a lot more money (course fees around £60,000 to £70,000 mark), have to be able to take 1 to 1 1/2 years off work for full time study and will come out with total hours less than 200 in some cases.
Modular takes a bit longer but you can stay in full time employment and do your training in your spare time. Each "module" can be completed at different schools. The modular route is usually a lot cheaper, a saving of £20,000 to £30,000 off the integrated route is common and you will come out with around 250 hours total time, assuming you don't do a lot more hour building than you really need to do.
Once you have the above you can apply to the airlines but don't expect a quick way in through the front door into any airline.
Most airlines like a lot more experience, one way is to instruct which requires another course of training to lead to an FI(R) (Flight Instructor (Restricted)) rating. This is normally around the £5,000 mark.
Another way is to fly single pilot IFR on Seneca's or similar for a charter outfit. *BUT* regulations stipluate you REQUIRE at LEAST 700 hours total time (or is that PIC time? Can't remember!).
An increasing number of airlines expect new entrees to have a type rating, this means paying for one out of your own back pocket. This costs around an average £20,000 for a Jet type rating depending on which type you for for. ** NOTE: I think I may be opening a tin of can worms here! **
Once you get into an airline or corporate work and are flying on a multi crew jet (B737, A320 etc) then you will be building your multi crew time to the 500 hours required for the "Frozen ATPL" to be unfrozen and converted into a full JAA ATPL. There are also other requirements such as 1500 hours total time etc. Until you get the full unrestricted JAA ATPL you cannot be a Captain of a multi crew jet. Mind you it'll take you a lot more experience than the minimum JAA ATPL to get into the left hand seat of an airliner.
The Flyer Exhibition at Heathrow is an excellent resource. Go and attend the show, take a notebook and be prepared to ask LOTS of questions but as has been said before be careful and have your eyes wide open.
Your username has just reminded me... I have to go to the shop to buy a bulb for the bedside lamp I bought at the shop your username refers. Thanks!
Hope this helps.
Best wishes,
Charlie Zulu.