I got my self an HND in Aerospace Eng and a Degree in Mechanical.
The good thing to know is that I will always have something to fall back on.
You should also take into consideration that once you have a degree hopefully you will fall into a higher paid first job, which is good to help with training costs, but on the other hand you will be three years older before you start training.
The thing that pisses me off the most is the fact that you could have a PHd, but the airlines still dont except you, because of the aptitude tests that you still have to pass, or the fact that your personality questionair didnt workout right.
I know of BA cadets failing and quiting during their training, which I feel proves that aptitude tests arent that brilliant for selection.
Also I dont know how much age matters when self sponsoring, I know that most max. age for sponsorships tend to be about 28.
Im 26 Got a full time job/career and plan to continue training in my spare time until I eventually get there, Its a bit long winded and frustrating, but it is a safe method for me especially in todays climate.
good luck