Firstly, I'm not a pilot, but I've read a little on this stuff.
Aviation colleges basically stress aviation in their curriculums with little room for anything else. A lot of the guys on this forum would say that you'd be best served getting a degree in something not related to aviation since the industry is so volatile and most employers aren't looking for pilots with degrees in the aeronautical sciences.
There's a huge debate that gets sparked anytime anyone brings up pay for training programs (CAPT). A lot of guys feel that they're outrageous, since no one should be allowed to buy their way into being a pilot. Many feel being proficient and safe is about experience, and you can't buy experience. Somebody here said one time that if you want to fly like a 5000 hour pilot you should accumulate 5000 hours, not buy a type rating. Additionally, CAPT will not give you a degree which is required by most airlines.
A lot of guys like pay for training programs cause they figure, "well I had to buy my private pilot cert, my instrument cert, my commercial cert, and my multi rating, whats the big deal about a type rating?". Avaition is a competitive business why shouldn't I do all I can to get ahead? Another point is that a lot of guys who spent years accumulating hours could be losing interviews to guys who have a couple hundred hours with a type and they're just bitter about that. But then again, theres that 5000 hour quote.
I chose to get a degree in computer science at a tech college and earn my certifications on the side. As far as different piloting careers, there are airlines, cargo, regionals, corporate pilots, instructors, police departments with aviation divisions, traffic copters, military pilots, etc. you'd have research these individually to get an idea about them in detail.
Keep in mind I'm not a pilot, I've just read what's here, take what I say with a grain of salt.