Do anything to get some experience...it doesn't have to be CFI. Do some banner towing, aerial photography, crop dusting (if able), reposition aircraft, fish spotting, etc etc etc.

CFI would be a good route, but you don't need to limit your choices to CFI or regional.

Or go to a regional...It doesn't really matter.

But I will say this....so far all the flying I did before I came to a regional was the most fun I've had in aviation =) I did aerial photography, and it was a blast.