Would anyone go for it?
Harsh as it may sound, I think the first thing you need to do is take off those rose tinted spectacles and take a long, hard look at what you're thinking of doing.
In particular, you need to look properly at the financial side. No, not how much you might/possibly/perhaps never earn if/when/should you eventually make it into the right hand seat in the commercial world. But the financial side of getting yourself there.
In this day and age, the bank is not going to throw money at you without wanting blood, and be perfectly honest and truthful with yourself, can you really take the financial risk, or would it mean you have to remortgage your house and sell your kids in order to scrape together the required cash ? Please don't go using your retirement money or long-term savings ! You need to also realise that if you go down the self-funded route, you are NOT guaranteed a job at the end....so you need to factor in that the financial risk you are about to take is one you can maintain for a few years after completion of your course whilst you're searching around for a job. You also need to consider the worst-case scenario that you're unable to find a job and have to write-off all that cash you just spent.
The chances of you (or anyone) getting onto a fully sponsored course are slim given the limited number of seats on such sponsored courses and the huge amount of competition for those seats. Hence you need to consider the self-funded route.
Finally you've posted this thread in completely the wrong place. You should have posted in (and you should be reading, because the sort of stuff you're asking is pretty much a Frequently Asked Question) the appropriate Wannabes Forums.