Assuming that we are talking about the situation in the UK/europe, it is not possible to gain an ATPL without having first held a CPL (stand fast ex-military pilots). One of the requirements of a JAA ATPL is a minimum of 1500 hrs flight time including 500 hrs in a multi-crew environment, you can't achieve that without holding a CPL and Instrument Rating and passing the ATPL ground exams.
The route is either PPL (with,possibly an IR) - CPL/IR - ATPL or, if you want to spend the money on integrated training, CPL/IR - ATPL.