The Delta Connection route would be a good choice, provided that you can afford it (both now and later, when you're making payments on your loan- my roomate's making payments on a $100k loan while making about $1500-2000 a month. Dosen't leave much in the way of spending cash.) A friend of mine is flying with Sh!taqua; he's got a 23 year old upgrading to the left seat in the E-170 out of ORD in his class- the guy's been there for 13 months.
However you get there, you need 2 things- PIC turbine time, and hopefully a few recommendations. Whatever you do, DO NOT fly for Mountain Air Cargo or any other FedEX feeder- you'll end up inadvertantly blacklisting yourself from FedEX mainline. Not that they're bad companies (I worked for MAC, and they sent me to South America, which was awesome) it's just that the mainline pilots really don't like to hire the feeder guys. When I left 9 months ago, I had no possible flowthrough of any kind to mainline.
Of course, all of this could change, and usually does.
I would also suggest throwing bags for FedEX- the pay is good, and it gets your foot in the door- however, I'm not sure how much weight this would add to your application down the road (I do know that it works at UPS, however).
NETWORK- it's not WHAT you know, it's WHO you know. Don't be one of these d!cks who think it's important to memorize the FAR/AIM and the POH- they're no fun to fly with, and the big boys are usually more interested in your personality rather than your technical and legal prowess. (I recently flew with such a guy- he was a total @$$hole in the cockpit, and he admitted to being overly anal. He was on his way to AirTran until his reputation got there first- they ended up turning him down. No one likes flying with an @$$hole; luckily they usually get weeded out at the regional level.)
My regional interview was heavily technical; my recent cargo interview (for a DC-10) didn't have a single technical question that I remember. They were more interested in knowing if they can spend 8 hours in a cockpit with me and how I'd act on a layover. (I got the job- 2100 TT, Multi Comm only, no ATP)
Get your time up- get that multi time. Check out Sh!taqua- they're the *****s of the sky, but you get really quick upgrade times. QOL isn't as good as say, ASA or Comair, but you're young and can afford to live off of Ramen Noodles while living in a 3 bedroom apartment with 8 guys.
All that being said, cargo is the way to go- boxes don't ***** when you fly through a thunderstorm. People can choose to stay home, but boxes ALWAYS have to get shipped. No sitting around for 45 minutes with a deferred APU and no AC waiting for a gate to open, trying to explain to the pax why they're dying of heat stroke... The flying at night can suck, but it does have some benefits- you'll figure those out as you get there.