I have a commercial pilots licence and an instructor rating,when you asked for advise from commercial pilots i presume you mean pilots with airlines. I dont work for one yet, but hopefully one day.As far as what you need to do is concerned,most airlines seem to like graduates with an engineer background from what i have gathered for example i was always told that aer lingus had a strong liking for people with degress in aeronautical engineering (for obvious reason)i personnally think a degree is very important thing to have before you attempt flight training.The reason being if all you have is a flying licence and you cant get work with an airline and have to spend your early career years as an instructor, you end up having to do some pretty crap jobs to make ends meet as i unfortunately have had to learn the hard way.
In relation to airline cadetships the better your grades the more your c.v. stands out from the rest of the competition.If you go the self sponsored route you basically need to be able to raise about £30000 if not more to pay for your training,the states probably being the cheapest and quickest location.
If there is one bit of advice i could offer you it would be get some kind of degree or similar qualification before attempting flight training,you really will be glad you have one if you are unfortunate to experience a slump in the aviation industry,it will save you the unfortunate experience of doing some pretty awful jobs in the winter when instructional work is slack.
If i can be of any more help just give me a shout