It's not only the majors with internships. Skywest, ASA, Skyways, Air Willy, and American Eagle, and probably more, all have intern programs. Most will reduce their hiring mins and guarantee you an interview at some point down the road. They like you to have some of your ratings and be working towards one of those unpracticle aviation degrees
They are a good learning experiance, you are able to do some pretty nice networking (I'm sure having a letter of recomendation from a major chief pilot will help you out at the regionals), and you get travel bennies. On the downside most are unpaid and having living in a high cost of living area.