There are still some sponsored schemes out there, however though they do not require the student to fork out the money up front they will deduct some of the training cost later on from his salary. Same thing really, but no up front cost to the student at all.
Getting in isn't easy however and some of them require you to speak the local language. For example you need to be able to speak pretty fluent german for the lufthansa cadet sponsorship, i think you have to be able to speak german and french for the swiss one but i'm not sure about that one.