Turn on the kettle, make a cuppa and sit down for the next couple of hours and have a read of the stickies at the top of this thread. Lots and lots has changed since 9/11.
There are no such things as sponsorships anymore. Well not unless you are from the UAE or Hong Kong or can get into Qantas or are willing to give up your life and fly for the military. Those are the only ones that spring to mind anyway.
Its going to cost you a small fortune and at the end of it you will be required to self fund a type rating with no guarantees of a job. You are starting out on a down cycle in the industry with the prospect of many job losses for experienced pilots which will inevitably lead to low timers finding it even harder to get that ellusive first job.
As always timing will be crucial so you will have to polish that crystal ball. Good luck.